Anyone here ever tried to exploit the alleged january effect?
Talking about the one where small cap stocks supposedly outperform large cap stocks on a structural basis, but only in a time window between roughly Dec. 20 and Jan. 09 or so.
Thinking about running an experiment this year ($1000 usd or so), but if anyone already tried it be curious to know the outcomes and learnings.
Would execute through a combination (equal dollars at risk) of put options on IVV and call options on IJR, or similar.
Talking about the one where small cap stocks supposedly outperform large cap stocks on a structural basis, but only in a time window between roughly Dec. 20 and Jan. 09 or so.
Thinking about running an experiment this year ($1000 usd or so), but if anyone already tried it be curious to know the outcomes and learnings.
Would execute through a combination (equal dollars at risk) of put options on IVV and call options on IJR, or similar.