# bullish $SPY patterns into Fed meeting

**1) $SPY from pre-fed close in April , since Y2K**

below the trading odds for $SPY longs from the trading before fed day’s in April , to the next 1/23/4/5/10/20 trading days , since Y2K

Exit | # | Wins | % Wins | Avg% | Med% | Avg Win % | Avg Loss % | Pay Off | Max Loss % | OAPF | T-Test |

t+1 | 9 | 6 | 66.7 | 0.81 | 0.65 | 1.53 | -0.63 | 2.44 | -0.88 | 1.90 | 1.69 |

t+2 | 9 | 8 | 88.9 | 1.44 | 1.47 | 1.80 | -1.41 | 1.28 | -1.41 | 3.38 | 2.45 |

t+3 | 9 | 8 | 88.9 | 1.50 | 1.22 | 1.73 | -0.34 | 5.08 | -0.34 | 15.09 | 3.24 |

t+4 |
9 |
8 |
88.9 |
1.79 |
1.32 |
2.02 |
-0.06 |
33.65 |
-0.06 |
96.92 |
3.12 |

t+5 | 9 | 6 | 66.7 | 1.38 | 1.83 | 2.49 | -0.84 | 2.96 | -1.20 | 2.58 | 2.02 |

t+10 | 9 | 6 | 66.7 | 1.76 | 1.01 | 3.22 | -1.16 | 2.77 | -2.24 | 3.17 | 1.82 |

t+20 | 9 | 6 | 66.7 | 0.19 | 0.60 | 2.76 | -4.94 | 0.56 | -9.00 | 0.81 | 0.13 |

1st +’ve in 5 days | 9 | 8 | 88.9 | 1.05 | 0.76 | 1.34 | -1.20 | 1.11 | -1.20 | 2.90 | 2.31 |

1st -‘ve in 5 days | 9 | 5 | 55.6 | -0.86 | -0.41 | -0.64 | 2.75 | 0.23 | 5.84 | 0.33 | -1.23 |

**8/9 times $SPY closed higher than the current close after four trading days at the close , with an average of 179 bps **

PF: Profit Factor, and OAPF is the outlier adjusted profit factor ( which is profit factor recalculated after removing the maximum winner )

below the historical instances of $SPY forward 1/2/3/4/5 trading returns , when $SPY closes in red in the second half of Apr , since Y2K

**2) $SPY from pre-fed close , and the current trading day is in the last five trading day’s of the month , since Y2K **

trading strategy rule

1) Current trading day is in the last five trading days of the month &

2) tomorrow is the fed day

below the trading odds for the $SPY , for the next 1/2/3/4/5/10/20 trading days , since Y2K

Exit | # | Wins | % Wins | Avg% | Med% | Avg Win % | Avg Loss % | Pay Off | Max Loss % | OAPF | T-Test |

t+1 | 44 | 23 | 52.3 | 0.17 | 0.05 | 0.89 | -0.61 | 1.46 | -1.28 | 1.11 | 1.20 |

t+2 | 44 | 28 | 63.6 | 0.30 | 0.09 | 1.02 | -0.96 | 1.07 | -2.26 | 1.41 | 1.66 |

t+3 | 44 | 27 | 61.4 | 0.37 | 0.47 | 1.36 | -1.21 | 1.12 | -2.79 | 1.55 | 1.62 |

t+4 | 44 | 23 | 52.3 | 0.41 | 0.29 | 1.68 | -0.99 | 1.69 | -2.74 | 1.63 | 1.59 |

t+5 | 44 | 24 | 54.5 | 0.43 | 0.06 | 1.74 | -1.14 | 1.52 | -2.65 | 1.47 | 1.47 |

t+10 | 44 | 22 | 50.0 | -0.08 | 0.02 | 1.97 | -2.12 | 0.93 | -5.58 | 0.95 | -0.21 |

t+20 | 44 | 26 | 59.1 | -0.78 | 0.55 | 2.03 | -4.84 | 0.42 | -13.16 | 0.67 | -1.18 |

1st +’ve in 5 days |
44 |
40 |
90.9 |
0.64 |
0.49 |
0.81 |
-0.98 |
0.82 |
-1.43 |
5.98 |
4.73 |

1st -‘ve in 5 days | 44 | 34 | 77.3 | 0.18 | -0.56 | -0.81 | 1.95 | 0.41 | 5.84 | 1.40 | 0.84 |

**40/44 times $SPY closed higher than the current close at some point of time in the next five trading days .. with an average gain of 64 basis points at the 1st positive close within in the next five trading days.**

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