It might just be me, but horror movies about things that most likely aren't real or in my area (vampires, aliens, serial killers, etc.) don't scare me. I could watch them at midnight, all alone, all the lights off and still feel like a baby. This wasn't always the case as I was extremely scared as a child, but since I've grown I've developed a resistance against most of these stuff. The only type of horrors that could give me sleepless nights are those with demons and ghosts. Even then they'd have to be very well executed, because The Nun (which was very disappointing), did nothing for me.