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Market Measures - October 28, 2025 - Holiday Euphoria: What Really Happens?

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Manage episode 516137997 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Recent data reveals the November to January trading period delivers better returns and higher win rates than the rest of the year, according to a tastylive Market Measure segment focused on "holiday euphoria." The five-year study of S&P 500 ETF (SPY) examined 16-delta strangles across different volatility environments, finding win rates improved across all scenarios during the holiday window, with particularly strong performance during high implied volatility periods. Risk metrics showed conditional value at risk decreased approximately 62% during the November-January window compared to non-holiday periods. While these patterns reflect recent market behavior with fewer sell-offs occurring during holiday periods, traders should view this as a probability tilt rather than a guarantee. The analysis reinforces the importance of trade management, appropriate position sizing, and seeking high implied volatility opportunities regardless of season.
  continue reading

1681 episodes

Artwork
iconShare
 
Manage episode 516137997 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Recent data reveals the November to January trading period delivers better returns and higher win rates than the rest of the year, according to a tastylive Market Measure segment focused on "holiday euphoria." The five-year study of S&P 500 ETF (SPY) examined 16-delta strangles across different volatility environments, finding win rates improved across all scenarios during the holiday window, with particularly strong performance during high implied volatility periods. Risk metrics showed conditional value at risk decreased approximately 62% during the November-January window compared to non-holiday periods. While these patterns reflect recent market behavior with fewer sell-offs occurring during holiday periods, traders should view this as a probability tilt rather than a guarantee. The analysis reinforces the importance of trade management, appropriate position sizing, and seeking high implied volatility opportunities regardless of season.
  continue reading

1681 episodes

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