Showing posts with label EOQ. Show all posts
Showing posts with label EOQ. Show all posts

Saturday, June 27, 2009

Tuesday, March 31, 2009

SPY (Surprising) End of Quarter Window Dressing Challenge

EOQ, Recently, there's been a lot of blabbity-blab about institutional investor "End of Quarter" sector rotation window dressing going on, so I wanted to "explore it" to validate or debunk, much akin to MaxPain, which IMHO is bunk.

I was sure this would also be hog-wash, and was surprised by the results.




But maybe this is because this is a bear market.
Remind me in a couple years to check this again.