April Opex Week Historically Bullish

Posted on April 11, 2016 by

April expirations week has historically been very bullish. This can be seen in the study below, which looks back to 1984 when S&P options first began trading.

2016-04-11 image1

The consistency has been very impressive. It suggests an upside edge the first few days of this 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