$SPY $DIA $QQQ $IWM $GLD $TLT on July Opex days

$SPY $DIA $QQQ $IWM $GLD $TLT on July Opex days

Expiration   $SPY trading odds for $SPY longs on July Option expiry day , since 1993

  • Winners : 8
  • Losers : 13
  • % Winners : 38%
  • Average Change % : -0.51
  • Median Change % : -0.13
  • Maximum Gain % : 1.09
  • Maximum Loss % : -3.52
  • Average Gain %if Winner : 0.53
  • Average Loss % if Loser : -1.15
  • Payoff Ratio 0.46
  • Profit Factor : 0.31
  • Outlier Adjusted Profit Factor : 0.24

$QQQ trading odds for $QQQ longs on July Option expiry day , since 1993

  • Winners : 5
  • Losers : 10
  • % Winners : 33%
  • Average Change % : -1.03
  • Median Change % : -1.07
  • Maximum Gain % : 1.33
  • Maximum Loss % : -3.37
  • Average Gain %if Winner : 0.68
  • Average Loss % if Loser : -1.89
  • Payoff Ratio 0.36
  • Profit Factor : 0.17
  • Outlier Adjusted Profit Factor : 0.10

$IWM trading odds for $IWM longs on July Option expiry day , since 2000 ( or since QQQ started trading)

  • Winners : 5
  • Losers : 9
  • % Winners : 36%
  • Average Change % : -0.85
  • Median Change % : -0.74
  • Maximum Gain % : 0.70
  • Maximum Loss % : -3.64
  • Average Gain %if Winner : 0.46
  • Average Loss % if Loser : -1.77
  • Payoff Ratio 0.26
  • Profit Factor : 0.18
  • Outlier Adjusted Profit Factor : 0.12

$DIA trading odds for $DIA longs on July Option expiry day , since 1999 ( or since QQQ started trading)

  • Winners : 6
  • Losers : 9
  • % Winners : 40%
  • Average Change % : -0.54
  • Median Change % : -0.04
  • Maximum Gain % : 1.36
  • Maximum Loss % : -4.43
  • Average Gain %if Winner : 0.59
  • Average Loss % if Loser : -1.28
  • Payoff Ratio 0.46
  • Profit Factor : 0.31
  • Outlier Adjusted Profit Factor : 0.21

$GLD trading odds for $GLD longs on July Option expiry day , since 2004

  • Winners : 5
  • Losers : 4
  • % Winners : 56%
  • Average Change % : 0.00
  • Median Change % : 0.19
  • Maximum Gain % : 0.89
  • Maximum Loss % : -1.33
  • Average Gain %if Winner : 0.54
  • Average Loss % if Loser : -0.69
  • Payoff Ratio 0.79
  • Profit Factor : 1.11
  • Outlier Adjusted Profit Factor : 0.67

$TLT trading odds for $TLT longs on July Option expiry day , since 2002

  • Winners : 7
  • Losers : 4
  • % Winners : 64%
  • Average Change % : 0.33
  • Median Change % : 0.27
  • Maximum Gain % : 1.58
  • Maximum Loss % : -1.55
  • Average Gain %if Winner : 0.85
  • Average Loss % if Loser : -0.58
  • Payoff Ratio 1.48
  • Profit Factor : 3.05
  • Outlier Adjusted Profit Factor : 2.09

conclusion , long $TLT and short $QQQ ??

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