The Most Wonderful Week Of The Year!!!!

Posted on December 11, 2017 by

Over several time horizons op-ex week in December has been the most bullish week of the year for the SPX. The positive seasonality actually has persisted for up to 3 weeks. I’ve shown the study below in the blog many times since 2008. It looks back to 1984, which was the first year that SPX options traded. The table is updated again this year.

2017-12-11

The stats here remain extremely strong. Have a wonderful (and bullish?) December Opex Week!

 

 

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About the author:

Rob Hanna is the founder of Quantifiable Edges, a quantitative market research service he has run since 2008. His research focuses on statistical analysis of U.S. equity markets. In 2009 he published "The Quantifiable Edges Guide to Fed Days," available on Amazon. He was named the 2024 recipient of the National Association of Active Investment Managers (NAAIM) Founders Award and has since joined the NAAIM Board of Directors. Rob also works with Capital Advisors 360 as an investment advisor representative, where he utilizes quantitative and volatility-based models. Follow him on X / Bluesky / StockTwits / Facebook / Substack