Monday, December 14, 2009

The Most Wonderful Tiiiiime Of The Yearrrrrrr

This week is options expiration. Over the last 25 years December options expiration week has been the most consistently positive week of the year for the SPX. Below I’ve updated and expanded the study from last December that looked at this phenomenon.

The bullish tendencies over the last 25 years have been exceptionally strong. And as we now see above, not only do you have strong indications that this upcoming week carries an upside edge, but also out as far as 3 weeks.


Alan said...

Now is this for calendar days or for trading days?

Rob Hanna said...


Results always look at trading days unless specified otherwise.