Monday, December 16, 2013

The Most Wonderful Tiiiiime of the Yeeeeeeaaaaaarrrrrrr!

Over several time horizons op-ex week in December has been the most bullish week of the year for the SPX.  The positive seasonality actually has persisted for up to 3 weeks.  Below are the results since SPX options began trading in 1984.  I have shown this table every year since 2008, and have updated the results again this year.

The stats here are extremely strong.  Have a happy (and most likely bullish) December Opex Week!

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