OPEX Week - The Options Expiration Strategy (Backtest)
OPEX week is a crucial time for traders, investors, and market enthusiasts alike. This week occurs every month in the US, with options expiration happening on the Friday before the 3rd Saturday of each month.
But what is the options expiration week effect? Is it a real phenomenon or just a myth? In this article, we explore this topic in-depth.
Our research indicates that the S&P 500 consistently shows abnormal positive returns during the options expiration week. While there are exceptions such as July and January, April is typically the best month for this effect.
Through backtesting, we have confirmed the existence of the options expiration week effect. However, we believe that it's not tradeable on its own and requires additional parameters to be effective.
If you're interested in exploring this further, check out our shop for more ideas and insights on how to make the most of OPEX week. Discover the opportunities and challenges that come with this unique and fascinating aspect of the financial world.
In conclusion, the options expiration week effect is a real and significant factor to consider in your trading strategy. Stay informed, stay vigilant, and join us as we explore the exciting world of OPEX week.
Chapters
0:00 OPEX Week
0:14 What is the option expiration strategy?
0:34 Trading examples
0:49 Opex Cycle
0:57 Trading Rules
1:04 Equity Curve
1:11 CAGR And $ Per Week
1:23 Backtest Results
1:48 Improved strategy
#OPEXweek #opex #OptionsExpiration #OptionsTrading #StockMarket #Investing #TradingStrategy #FinancialMarkets #Seasonality #Anomaly #Backtesting #S&P500 #TradingIdeas #MarketInsights #Stocks #Equities #Finance #InvestmentStrategy #MarketResearch #TechnicalAnalysis #FundamentalAnalysis #TradingTips #InvestmentEducation #TradingEducation #MoneyManagement #riskmanagement
You can find 200+ trading strategies here:
https://www.quantifiedstrategies.com/the-option-expiration-week-effect
TWITTER
https://bit.ly/Twitter_QS
INSTAGRAM
https://bit.ly/Instagram_QS
NEWSLETTER - QUANTIFIED STRATEGIES
30 000+ Traders read our free newsletter about trading strategies.
Sign up: https://bit.ly/substack_QS
-
10:18
Trading 5 Talents
2 years agoHow to Exit Options Trades - The Wheel Strategy - Options Trading
44 -
24:04
Trading 5 Talents
2 years agoWeek 1 Using OptionSellerROI.com - Wheel Strategy Ideas
26 -
14:32
zoltantrades
1 year ago+300% Options Day Trade RECAP: How I Scored Big Profits in a Single Day!
8 -
12:33
Trading 5 Talents
1 year agoLive Results! Iron Fly Automated Trading - Week 1 Using Option Alpha!
15 -
0:59
rateshb
1 year agoSell / Exit these stocks on 29-11-2022 | कौन से शेयर बेचें | With Strategies
6 -
11:31
Trading 5 Talents
2 years agoWeek 6 Using The WeeklyOptionsList.com - Covered Call Picks!
38 -
8:16
Trading 5 Talents
2 years agoEnd of the Month Adjustment for the Wheel Strategy Trade Log
3 -
6:18
Matt Kohrs
2 years agoWhy You Shouldn't Use Price Targets (Exit Strategy)
4.91K2 -
0:58
TradeWithUFOs Channel
2 years agoBacktesting Your Trading Strategy (For beginners & Advanced Traders)
32 -
27:13
victoria2k
1 year agoHow To Back-Test A Proven Forex Strategy - USDCAD
1