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Monday, September 22, 2014

Triple & Quadruple witching and the next Monday Trading Statistics

2 comments
I noticed a pattern on Monday's following Triple/Quad witching Fridays where ES drops. It turns out there is a statistical edge in going short on witching days and holding to Monday close. Here is a link to the study and chart from the study. http://store.activetradermag.com/Eproducts/history1204.pdf


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