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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Doo who wrote (1254)	11/20/1999 9:20:00 AM
From: Patrick Slevin	Respond to of 7434

<statistically marked by a run on the long side?> That's my recollection. According to Taucher's Almanac, buying the SnP 7 trading days before the holiday and selling it 7 trading days after has produced a profit 4 of the last 5 years. The average profit appears to be 21.44 points. I just tried looking at a database and a quick scan does not reveal too many "bad" days over the last 9 years. Without having done too much as yet, I think the Wednesday of this week will be the day that does particularly well on the Long side, straight from the Open at 9:30; but that's just a hunch. Based on a quick look, so to speak.