mercoledì 1 gennaio 2014

Should You Quit Trading Early Today?

Should You Quit Trading Early Today?



The table below is from a study I showed in last night’s subscriber letter. It shows how SPY has performed every year, during the last 15 minutes of trading for the year. On average SPY has lost 0.25% in the last 15 minutes of trading. And if you just look at the losers, the average loss was 0.345%. Last year was the 1 big up year (excitement over avoiding the Fiscal Cliff?). If you are a daytrader with a long position, this might be a good day to close up shop 15 minutes early…



via Quantifiable Edges:


The table below is from a study I showed in last night’s subscriber letter. It shows how SPY has performed every year, during the last 15 minutes of trading for the year.



On average SPY has lost 0.25% in the last 15 minutes of trading. And if you just look at the losers, the average loss was 0.345%. Last year was the 1 big up year (excitement over avoiding the Fiscal Cliff?). If you are a daytrader with a long position, this might be a good day to close up shop 15 minutes early…


For more info: Should You Quit Trading Early Today?


Quantifiable Edges



Should You Quit Trading Early Today?


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Trading, average, average-spy, avoiding-the-fiscal, during-the-last, excitement-over, fiscal-cliff, intraday, losers, quantitative study, seasonality, spy, year

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