Super Bowl Indicator - I test it so you don't have to

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Super Bowl Indicator

The Super Bowl, the pinnacle event of the NFL season, not only captivates American audiences but also offers insights into stock market trends. Analyzing data dating back to 1967, we've observed intriguing patterns surrounding this annual spectacle.

Before the big game, stock performance tends to dip slightly, as indicated by the negative average gains in the S&P 500 N-days prior to the Super Bowl final. However, the real intrigue lies in the aftermath. Buying the day after the final and selling after five trading days has consistently yielded positive returns, averaging 0.82% per trade. This trend holds true across decades, suggesting a reliable strategy for investors.

This analysis underscores the Super Bowl's impact beyond the realm of sports, offering a unique lens through which to view market behavior. For more insights and trading strategies, visit QuantifiedStrategies.com, where we provide a wealth of free resources to help you navigate the financial landscape.

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✅ RISK DISCLAIMER Quantified Strategies (SIA Lofjord) is not an investment advisor. The content and information provided are educational and should not be treated as financial advisory services or investment advice. Trading and investment in securities involve substantial risk of loss and is not recommended for anyone who is not a trained trader or investor – it shall be conducted at your own risk. It is recommended that you never risk more than you are willing to lose. Leverage can lead to substantial losses. Any use of leverage, margin, or shorting is at your discretion. Quantified Strategies (SIA Lofjord) is not responsible for any losses that occur as a result of its content and information. Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, Since the trades have not been executed, the results may have under or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representations are made that any account will or is likely to achieve profit or losses similar to those shown. ... https://www.youtube.com/watch?v=jaHRqFWmTp0