Saturday, September 20, 2014

Sept 20 - Seasonality studies

Some interesting stats regarding seasonality that remark on the bullishness of OPEX Sept and subsequent bearishness of the following week.

I am short (on a short timeframe) because of
-the following data
-the assortment of red and 1 black candle in DIA piercing the upper Bollinger on the daily
-overbought CCI on daily

If the market blasts off Mon/ Tues and maintains its upward moving channel, it will be an obvious fold.

http://paststat.com/blog/spy-the-week-after-opex-month-wise-september-the-worst/




http://schaefferstradingfloor.com/why-next-week-could-see-a-drop/id=6295

This is from last year but you get the idea.



http://paststat.com/blog/spx-during-the-week-39th-worst-of-all-the-weeks/

$SPX during the week 39th – Worst of all the weeks







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