smilingsynic,
I've read similar studies (Steenbarger might have written one of them) about the exact same condition of which you speak. However, the one flaw in simply measuring "buy open sell close" and vice versa is that this kind of limited study does not account for fluctuations of price inside the day (the intraday swings RTH) and that is where the intraday trader plays.
These studies (AH versus RTH) are exactly why I run FLoor Trader pivots and fibbos on the AH.