Almanac Trader – Bearish End To August?

Our Almanac Trader portfolio looks for potential trading opportunities in the market based upon the calendar days. Due to a number of reasons, certain tendencies keep occurring around certain dates and calendar events.

One such event is near the end of August when S&P 500 and Dow Jones Industrial Averages have shown bearish propensities that could be traded. Our scans suggest that today is the day to establish short positions in these major indices.

Since 2000, using 1X and 2X index ETFs, our strategy produced 28 trades and 61% of them were winners. The average gain is 0.9% for an average of one-day holding period giving an annualized return of 250.8%.

Seq. ETF # of Trades Win % Avg. Return Avg. Days Annualized
1 DIA/DXD 14 64% 0.9% 1 260%
2 SPY/SDS 14 57% 0.8% 1 241%

At the end of today we will go long:

  • SDS – ProShare Ultra Short S&P 500
  • DXD – ProShares Ultra Short Dow 30.


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