Triple Witching Friday – 20 Year Data Analysis

September 17, 2020

In today’s video, we’re going to a data deep dive into the concept of Triple Witching Fridays.

Specifically, we’ll look at 20 years worth of data, narrowing in on only the Triple Witching Friday’s, to get an idea of what we should expect, headed into tomorrow. We’ll go back to September 2000, and observe patterns, and average percent change moves in the SPY, QQQ, DIA, and IWM.

For those that are unaware, Triple Witching Friday’s are nothing more than the 3rd Friday in 4 separate months. Thes

Read More

Measuring Volatility Across the Week (Using Stocks)

August 2, 2020

Let’s take a look at the volatility over the span of an entire week (7/27 – 7/31), to see how volatility changes.

Using Stock VB breaches as our measure of volatility, we saw that volatility increased substantially, from Monday all the way through Friday. For example, on Monday, we saw that we had a total of 40 volatility box breach setups. On Friday, that number had increased to 157 (wow!).

In this video, we’ll dive deeper into all 4 models, along with their winning % rate, and average P/L

Read More

Analyzing Friday’s Stock Market Flow

June 6, 2020

We’re going to use all 231 Volatility Box trade setups to chart out Friday’s stock market flow, to see if there are any interesting patterns that stand out.

We’ll compare things like the Aggressive vs. Conservative Volatility Box models, along with answering some common questions, such as “Is there a specific time of day that’s better for trading stocks than others?”

There are 6 different dimensions that we’ll use for this analysis:
1. Aggressive vs. Conservative
2. Long vs. Short
3. Combine

Read More