The Super Bowl Trading Indicator - Backtested

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The Super Bowl Trading Indicator - Backtested

The Super Bowl, the NFL season's premier event, not only captivates millions of fans but also offers fascinating insights into stock market behavior. By examining data going back to 1967, we’ve identified intriguing patterns linked to this annual spectacle.

Historically, the S&P 500 tends to experience a slight dip in performance in the days leading up to the Super Bowl, with negative average gains N-days before the event. However, the real opportunity for investors emerges in the aftermath. Purchasing stocks the day after the game and selling five trading days later has consistently delivered positive returns, averaging 0.82% per trade. This pattern has persisted across decades, highlighting a potentially reliable strategy for investors.

This analysis demonstrates that the Super Bowl's influence extends beyond sports, offering a unique perspective on market trends. For more insights and strategies, explore QuantifiedStrategies.com, where you can access a wealth of free resources to guide your financial decisions.

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You can also read more about the findings here: https://www.quantifiedstrategies.com/super-bowl-trading-strategy/

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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=TVsPwX_bDvw