Last Updated on November 21, 2020 by Oddmund Groette
This article is an idea from this blogpost:
- SPY closes higher than the previous 20 day close (not the 20 day high).
- Today is either Monday or Tuesday.
- Go short at the close.
- Exit at tomorrow’s open.
This works for all days except for Thursdays.
This is the results for Mondays from 2005 until February 2013:
This is the results for Tuesdays from 2005 until February 2013: