$SPY when U.S. Fed Chair Yellen Speaks

$SPY when U.S. Fed Chair Yellen Speaks 

Yellen speaks

assuming one goes long the day before Yellen is scheduled to speak and exits at the close on the day when Yellen is scheduled to speak , since she became Fed Chair

  • Winners : 16
  • Losers : 4
  • % Winners : 80%
  • Average Change % : 0.35
  • Median Change % : 0.38
  • Maximum Gain % : 1.20
  • Maximum Loss % : -0.88
  • Average Gain %if Winner : 0.56
  • Average Loss % if Loser : -0.49
  • Payoff Ratio 1.14
  • Average Absolute Change% : 0.38
  • Profit Factor : 4.56
  • Outlier Adjusted Profit Factor : 3.90
  • STDEVP: 0.56
  • T-Test 2.80

below the change , change % details , of $SPY , when US Fed Chair Yellen is scheduled to speak

Date $SPY Change Change %
02-Apr-15 ?? ?? ??
27-Mar-15 205.74 0.47 0.23
18-Mar-15 209.52 2.48 1.2
03-Mar-15 210.18 -0.87 -0.41
02-Dec-14 205.04 1.32 0.65
13-Nov-14 202.17 0.23 0.11
07-Nov-14 201.33 0.19 0.09
30-Oct-14 197.4 1.25 0.64
17-Oct-14 186.6 2.18 1.18
18-Sep-14 198.89 1.05 0.53
17-Sep-14 197.84 0.27 0.14
22-Aug-14 196.3 -0.3 -0.15
02-Jul-14 194.37 0.2 0.1
18-Jun-14 192.49 1.4 0.73
21-May-14 185.5 1.55 0.84
15-May-14 183.8 -1.63 -0.88
01-May-14 184.71 0.02 0.01
16-Apr-14 182.55 1.89 1.05
15-Apr-14 180.66 1.24 0.69
31-Mar-14 183.42 1.49 0.82
19-Mar-14 182.27 -0.98 -0.53

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