The Behavior of Bank Nifty on Fridays and Mondays
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The Behavior of Bank Nifty on Fridays and Mondays
The Behavior of Bank Nifty on Fridays and Mondays
The Behavior of Bank Nifty on Fridays and Mondays
Inspired by the Scholarly Article “The Behavior of Stock Prices on Fridays and Mondays “ by F. Cross , Published 1 November 1973 in Economics Financial Analysts Journal Vol. 29, No. 6, pp. 67-69.
an online copy of the above article can be found on http://www.dailyspeculations.com/scholarly/faj.v29.n6.67.pdf
& https://www.semanticscholar.org/paper/The-Behavior-of-Stock-Prices-on-Fridays-and-Mondays-Cross/
Trading Strategy Rules
Current Day is Friday &
If Bank Nifty is up for the day , we go long , else we go short
Below the backtest details , since Jan 2015
The Equity Curve of the for the above trading strategy vs Buy and Hold of Bank Nifty
