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Author Topic: List of Presidential Election Dates  (Read 31075 times)
pftq
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« on: November 03, 2012, 02:36:54 PM »

Can someone compile a list of election dates in a Datetime array? Want to see how much movement there is typically the trading day after for a play on straddles

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wd1040
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« Reply #1 on: November 03, 2012, 03:27:14 PM »

Don't know how to do Datetime array, but here's the list in xls with the day, month and year separated.

* ElectionDays.xlsx (11.36 KB - downloaded 73 times.)
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pftq
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« Reply #2 on: November 03, 2012, 06:47:32 PM »

Not enough data to work with I think, but just drawing from the last 20 years (5 elections), it seems like there's not much correlation leading into the election.  However, for holding through the election results, if a newcomer is elected, market sells off.  Meanwhile we rally if the incumbant is kept in.

Buying the Monday before the election and selling Tuesday:
https://www.pftq.com/stocks/images/2012-11-02_16-00,_Elections-Runups.csv


Shorting the Tuesday of the election and covering next day:
https://www.pftq.com/stocks/images/2012-11-02_16-00,_Elections-Selloff.csv


The percentage move between Tuesday and Wednesday seems high enough to make a straddle profitable though, so I might go for that on SPY this coming week.
« Last Edit: November 03, 2012, 06:55:32 PM by pftq » Logged
wd1040
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« Reply #3 on: November 03, 2012, 10:07:50 PM »

Given the massive sell-off on Monday (and gold at least at support) I support and have already bought some gold just to ride the bargain hunters.
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pftq
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« Reply #4 on: November 04, 2012, 02:30:41 PM »

Running the presidential effect BIG is going to present on Tuesday:
http://invest.berkeley.edu/?x=wiki&b=12&z=january+presidential+effect

80% hitrate across 50 years.
« Last Edit: November 04, 2012, 02:46:21 PM by pftq » Logged
pftq
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« Reply #5 on: November 04, 2012, 02:46:27 PM »

Updated to use 3rd year of term only - better performance but not usable currently since Obama is in his 4th year.
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wd1040
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« Reply #6 on: November 04, 2012, 03:04:24 PM »

I still believe in technicals. I'm going to start entering buys at 1400... if it gets there on Monday or Tuesday.
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pftq
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« Reply #7 on: November 04, 2012, 03:07:19 PM »

I will put together a weekly straddle for the fund.  Still trying to look up how badly they decay over election night first.
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wd1040
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« Reply #8 on: November 04, 2012, 03:17:55 PM »

Should we do it on ultra 3xs? For this kind of straddle (basically putting it on red) we need something volatile or highly leveraged, don't we?
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pftq
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« Reply #9 on: November 04, 2012, 03:21:19 PM »

Leveraged etfs have no volume in options

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wd1040
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« Reply #10 on: November 04, 2012, 03:24:10 PM »

What should be the targeted asset then? Individual targeted stocks like... Boeing or Lockheed?
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pftq
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« Reply #11 on: November 04, 2012, 03:24:33 PM »

Also feel free to play with the election indicator I put in Tech Trader to see if there's some other entry/hold combination I overlooked that's better.
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pftq
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« Reply #12 on: November 04, 2012, 03:30:45 PM »

This is all being done on SPY.  I looked at the other etfs - the returns are about the same for similar percentage moves.
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