Does anyone have data when banks & institutes do the most profit taking?

Supposedly, there are historical dataset for some futures markets that have the Tag50 ids for each order (I recall reading a paper that was using it to impute some improbable sh*t). Even that sounds like a massive gold mine unless it's very old.

 

I don't think you can be able to get a one fits all answer regarding this

 

%% Good points/good post.

[IBD];
investors.com has some info on that topic, mostly stocks.BUT even they went from Investors Business Daily newspaper, to weekly newspaper. But they kept the same name .LOL