Replies to post #324890 on Zeev's Turnips Patch-No Politics (ZEEV)

[was Steve]

muchas gracias senor

[was Steve]

Public Heel was kind enough to backtest options expiration fridays and the following monday and these are the results for the qqq or ndx.

if friday was a green day, monday was green 59% of the time with an average gain of .50%.
max gain was 6.27%, max loss 4.81%


if friday was a red day, monday was red 64% of the time with an average loss of .70%
max loss was 4.08%, max gain was 5.80%

so odds are about 6 in 10 that the monday after opex will be the same color as friday