last year things went according to plan as far as price action goes. make the additions look a little weak a few days before friday then bam. wonder how you guys play the imbalance. is it just a intraday trade or do you start to accumualte a position a few days prior.
me, +6.2 TF yesterday and -1.6 TF today...tomorrow...might buy or sell exactly at 2:15pm EST at FOMC announcement...how is that for HFT!
checked my spreadsheet from last year all you had to do was buy the additions moc on thursday and sell em moc on friday same with the deletions and you made money in most of the plays
just stocks going into russell 1000 2000 3000 and microcaps, from what i learned i like to trade stocks that are going to be added only if they have been trending down and vice versa for the shorts because it seems they like to bring em down before they rip em. if a stock has been ripping for days into the russell chances are they will squeeze you down and print lower on the close. price action has been scrwey last few years so if you take this approach the risk reward is better.