Put-call ratio strategy for SPY/ES

Discussion in 'Strategy Development' started by iggy9807, Jul 30, 2010.

  1. iggy9807

    iggy9807

    Has anyone figured out a good strategy for that?

    It seems there is an edge for a day trade when the market goes up and the p/c ratio goes down (both quite a bit) but the number of such days is pretty small (<50 over the last 10 years).

    Just curious if other folks have built better strategies around the pc ratio.