Performance Of The OPEX Week Of September
Next week is OPEX week (options expiration), and it’s also quadruple witching week.
How have the markets performed that week?
Let’s have a look at S&P 500 (SPY) and how it performs for the respective months during this week.
Trading Rules
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We enter at the open of the Monday of the OPEX week, and we exit at the close of OPEX day or after four trading days:
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The first column indicates the month; thus, September averages 0.27% for the OPEX week.
The equity curve is erratic, though:
