Sell The Market at September Expiration (Preview)

Posted on September 23, 2024 - 10:58am

ryanbrennan's blog

By Lawrence G. McMillan

This title “Sell at September expiration” refers to the older days, when options only expired once per month – on the third Friday. Now, options expire every day, but the seasonal trading system is to short the market (or buy puts) at the close of trading today – September 20th, the third Friday – and cover a week later. That would mean exiting the position at the close of trading on September 27th this year.

The full table of results of this system for the past 34 years is shown below. Negative numbers for $SPX are winners for this system since it is shorting the market...

ryanbrennan's blog

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Past performance is not necessarily indicative of future results.
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