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Strategies & Market Trends : Tech Stock Options

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To: Kevin who wrote (33266)	1/15/1998 1:28:00 PM
From: Heg Heg	Read Replies (1) of 58727

Hi Kevin, I wouldn't consider myself a member of the lunatic society but I'm watching it with keen interest. I have done a bit of testing on the five years of SPX data I have against the full moon and yes, statistically today is the most negative day in the lunatic cycle and Monday (=full moon)was the most positive. But having put all that work into programming that I went on to think well, what about other cycles, say for example the option expiry cycle? This analysis yields that today is a rather positive day, in fact the second most positive day of the option cycle. The most positive day in that cycle was interestingly enough also Monday. So on Monday we might have had two positives reinforcing each other, while today there could be two opposing trends cancelling each other perhaps partially. We will see. I would guess that above two are not the only examples of cycles which could be at work. Any more ideas?? Regards Heg EDIT: since I don't really have the option expiry dates from five years ago I assumed that the rule (3rd Friday of a month) has remained unchanged over that period. Please tell me someone if that was not correct.

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