tag:blogger.com,1999:blog-2676650858658561710.post8943293625849381236..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: Odds of a Turnaround TuesdayRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2676650858658561710.post-53694186326637781512012-07-11T17:21:58.904-04:002012-07-11T17:21:58.904-04:00does SPX just have to be "down" or is th...does SPX just have to be "down" or is there a threshold? -.50%? -1%?<br /><br />are you using SPX cash?<br /><br />thx v mGammahttps://www.blogger.com/profile/07643743544236323644noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-56193543359626351382012-07-11T09:39:24.743-04:002012-07-11T09:39:24.743-04:00Hi Ken,
You can use the link in the post to click...Hi Ken,<br /><br />You can use the link in the post to click through to the old "Turnaround Tuesday" study, which breaks down returns by day of the week.<br /><br />Best,<br />RobRob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-19493397388646780792012-07-11T08:37:07.947-04:002012-07-11T08:37:07.947-04:00Interesting but the day-of-week phenomena is not i...Interesting but the day-of-week phenomena is not isolated. Can you please post the performance for the complementary set of trades 'not Monday'. [Or should the control group be all days?]Kenhttps://www.blogger.com/profile/15183628976507231041noreply@blogger.com