Jul
11

Seasonal Cycles and Options Expiration Week

By Rennie on Sunday, July 11th, 2010 at 1:56 pm

Jason Goepfert from SentimenTrader shared the following seasonal pattern via twitter Friday… when S&P futures have gained 0.5% on the last three days of a week, the first day of the following week has been down 74% of the time, averaging a loss of 0.7%. Here’s a look at…
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