Average Return by Trading Day of Month

Often people will say that the first of the month tends to be positive. By the above analysis (SPY from 07/01/2000 to 06/13/2014), that has--on average--been the case. You could also say go long for the 9th trading day of the month and short for the 14th. And if there are 23 trading days in the month, go long the close of the day before--well, if it happens to be in August.

Good luck and good trading. Please do not use the above for trading. Prepare your own analyses (the above could be flawed) and do in-depth investigations. I am not giving financial advice. I'm merely playing with numbers.

Regeneration

It's been more than a year since I last posted on this site, and a busy year for me. I've been trading regularly over the last four months or so, and have decided to get back into the blogging world.

To start with, I've updated the links on the right to better reflect the state of the blogosphere, with blogs no longer posting placed into the "Of Interest, Archived" category.

More to come.