$SPY during the Opex weeks when FOMC is held too !

$SPY during the Opex weeks when FOMC is held too !

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with both Opex an FOMC coming in this week of 15-Jun-2015

below the trading odds for the week ( from previous Friday close to current week’s Friday close) when both FOMC and Opex falls in the same week

Winners : 23
Losers : 8
% Winners : 74%
Average Change % : 1.17
Median Change % : 1.28
Maximum Gain % : 7.01
Maximum Loss % : -2.93
Average Gain %if Winner : 2.03
Average Loss % if Loser : -1.30
Payoff Ratio 1.56
Average Absolute Change% : 1.55
Profit Factor : 4.51
Outlier Adjusted Profit Factor : 3.98

vs 

When there is an FOMC meeting in the week but not an opex

Winners : 41
Losers : 55
% Winners : 43%
Average Change % : -0.10
Median Change % : -0.21
Maximum Gain % : 11.25
Maximum Loss % : -19.79
Average Gain %if Winner : 2.05
Average Loss % if Loser : -1.70
Payoff Ratio 1.21
Average Absolute Change% : 1.36
Profit Factor : 0.90
Outlier Adjusted Profit Factor : 0.81

thus it is bullish for $SPY on the weekly bar , when there are both FOMC and Opex , in the week.

below the $SPY returns for those weeks when there is an FOMC and Opex , since Y2K

Week $SPY Change Change %
15-Jun-15 ?? ?? ??
16-Mar-15 210.41 5.49 2.68
15-Dec-14 205.60 6.70 3.37
15-Sep-14 198.71 2.47 1.26
16-Jun-14 193.10 2.70 1.42
17-Mar-14 182.62 2.31 1.28
16-Dec-13 177.29 4.31 2.49
16-Sep-13 165.80 2.15 1.31
17-Jun-13 153.74 -3.14 -2.00
12-Mar-12 131.95 3.13 2.43
12-Dec-11 113.85 -3.43 -2.93
14-Mar-11 117.68 -2.32 -1.93
13-Dec-10 114.00 0.43 0.38
15-Mar-10 104.74 0.89 0.86
14-Dec-09 99.13 -0.27 -0.28
16-Mar-09 67.92 1.03 1.54
15-Dec-08 77.53 -0.07 -0.09
15-Sep-08 108.24 -1.09 -0.99
17-Mar-08 113.95 2.68 2.41
17-Sep-07 129.77 3.22 2.55
11-Dec-06 119.98 1.44 1.21
12-Dec-05 104.58 0.58 0.55
13-Dec-04 97.14 0.55 0.56
15-Mar-04 88.94 -0.90 -1.00
15-Sep-03 82.34 1.28 1.58
11-Aug-03 78.82 1.06 1.36
17-Mar-03 70.69 4.63 7.01
12-Aug-02 72.51 1.50 2.11
14-May-01 99.28 3.51 3.67
16-Apr-01 95.27 4.32 4.75
13-Nov-00 103.96 0.01 0.01
15-May-00 106.85 -1.28 -1.18

highlighted in red were those instances where $SPY failed to close higher than the entry 

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