Bond Seasonals

Discussion in 'Financial Futures' started by waggie945, Nov 25, 2003.

  1. On average, the Wednesday close before Turkey Day is only 0.12% stronger than the close on the Friday before. The strong market does not tend to continue into the Holiday weekend.

    The market closes weaker on the following Monday 67% of the time over the past 20 years. Best trade is to short on Friday after Turkey Day, and cover on Monday.

    Average profit is 9-ticks.

  2. T-REX


    r u going to trade this?
    if so r u going to post this in real time?

    this could be very interesting and I'd like to c it.