Frank Hogelucht

@TradingTheOdds

Full Time Trader and Author of http://www.tradingtheodds.com

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SPY opened lower 1.0%+ the session immediately following OpEx

  • 1379 days ago via site
  • 322

SPX closed higher the 1st three days of a month, and up gt. 3.0% month-to-date on the 3rd session ; assumed one went long on close of the 3rd session

  • 1729 days ago via site
  • 66

SPY closed lower at least -1.0% the Friday before option expiration week.

  • 1750 days ago via site
  • 47

SPY intraday returns (1/1/1993 to present)

  • 1796 days ago via site
  • 60

Strat. 1: VIX and SPY lower, any day
Strat. 2: VIX and SPY lower, NOT Friday
Strat. 3: VIX and SPY lower, Friday's only
Strat. 4: VIX and SPY lower (-0.50% < x < 0%), any day
Strat. 5: VIX and SPY lower (-0.50% < x < 0%), Friday's only

  • 1836 days ago via site
  • 177

SPY vs. RTH, strategy and buy-and-hold (see http://www.tradingtheodds.com/2010/08/pairs-trading-part-ii-spy-vs-rth/) since 08/01/2009

  • 1841 days ago via site
  • 93

Market Model 01/01/1997 - 12/31/2003

  • 2067 days ago via site
  • 71

Trading The Odds - Market Model, from 2000 to 2009

  • 2070 days ago via site
  • 266

Trading The Odds - Market Model, from 1990 to 1999

  • 2070 days ago via site
  • 189

ES E-MINI S&P 500 posted a higher low and closed higher, but more than 55% of S&P 500 stocks penetrated their previous session's low (weakness beneath the surface)

  • 2117 days ago via site
  • 213

VIX and the performance between the last business day of October and the then following 40 sessions.

  • 2131 days ago via site
  • 49

Setup:
Nasdaq 100 posted an intraday low at least +0.55% above the previous session's low, but number of stocks penetrating their previous session's low exceed those penetrating their previous session's high.

  • 2132 days ago via site
  • 140

Next session's intraday stats when NYSE Advancing/Declining Volume > 3 and ES E-MINI couldn't manage a gain > +0.75% on the previous close

  • 2209 days ago via site
  • 43

With N225, HSIX, AORD and KOSPI all up today depsite a lower close for the $ES_F yesterday, probabilities and odds are lopsided in favor of a positive outcome today.

  • 2216 days ago via site
  • 230

N225, HSIX, AORD and KOSPI closed lower today. $ES_F posted a low below the previous session's close on ALL 26 occurrences since 01/01/2009. On 14 (out of 26) occurrences trading higher during the first hour, but trading lower 18 times during the last hou

  • 2217 days ago via site
  • 128

ES (E-mini S&P 500) intraday performance on a session where Nikkei, HSI, ASX and KOSPI all closed up. $ES_F

  • 2227 days ago via site
  • 41

ES (E-mini S&P 500) intraday performance on a session where Nikkei, HSI, ASX and KOSPI all closed up. $ES_F

  • 2227 days ago via site
  • 163

ES (E-mini S&P 500) intraday performance on a session where Nikkei, HSI, ASX and KOSPI all closed up. $ES_F

  • 2229 days ago via site
  • 138

ES (E-mini S&P 500) intraday performance on a session where Nikkei, HSI, ASX and KOSPI all closed up. $ES_F

  • 2230 days ago via site
  • 192

After the $ES_F opened above the previous session's high on 2 consecutive sessions, chances are significantly above-average for a close above the open today (on 17 out of the last 20 occurrences).

  • 2237 days ago via site
  • 42

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