Quantifiable Edges

5yr bond rates closed Feb at the lowest level since Oct of 2024. They are now at the highest level since July of 2025. When rates move that quickly, it makes for a tough market environment.

Massive $VIX option trades occurred at 10:11am this morning 100k May 47.5 strike calls and 100k Aug 55 strikes. Most likely a spread trade. For perspective, there was less than 13k Aug 55s open interest before trade went off. Someone making big volatility bets.

$SPX and $NDX just slightly above their 200-day moving averages. $NASDAQ Composite is just below it.

$VIX reached 28.57 earlier - a little below October high of 28.99. Still no 29+ since April tariff tantrum.

@JKavla @SubuTrade I show 1/30 and 2/5

@QuantifiablEdgs @SubuTrade I only show 2/5 as a valid signal. What is the 2nd signal date?

Another Hindenburg Omen triggered today. This is the 4th Hindenburg Omen in the past 3 weeks...

While $SPX / $SPY closed down 5 of 6 days heading into today, it never closed in the bottom third of its intraday range. Always some optimism into the close. That may change today. Not looking strong so far...

Plenty more Fed Day research here: quantifiableedges.com/category/fed-s… $FED $SPX $SPY

Tomorrow is a $FED Day. Historically, Fed Days have shown a bullish edge, but not when $SPX makes a new high the day before. From a couple years back... quantifiableedges.com/why-a-new-high… $SPY

Jan $VIX futures / options expiring Wed morning. Action could be interesting there over the next 24hrs.

Looking for some ideas to help your trading in 2026? Check out the interview I did with @algo_advantage a few weeks ago. Hopefully it will spark some ideas for you. Happy New Year! algoadvantage.io/podcast/045-ro…

A down close today would mean a 5-day $SPX low close ahead of a Fed Day. This post from a while back shows why that has been a much better setup than a 5-day high close: quantifiableedges.com/action-mon-tue… More Fed studies here: quantifiableedges.com/category/fed-s… $SPY $FED

My recent talk with Simon was posted! Check it out...I hope you enjoy it! (He also has many other interviews he's done that I liked a lot.)

Final reminder that the Quantifiable Edges Black Friday -> Cyber Monday sale ends in a few hours. Last chance to save until next Thanksgiving! quantifiableedges.com/subscribers/si…

Note the Black Friday sale was extended through Monday. Save now on subscriptions and courses with our only sale of the year! quantifiableedges.com/subscribers/si…

$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...

Quantifiable Edges Black Friday sale is live: quantifiableedges.com/subscribers/si… It's the only sale we've had since last Black Friday...so don't miss out!

If Mon & Tues close higher does that kill the Wed-Fri Thanksgiving bullish edge? Nope. I'll be discussing this study and more in tonight's letter. Also...Black Friday sale coming later this week so it might be a good time to take a free trial: quantifiableedges.com/subscribers/si… $SPY $SPX

Yesterday I posted a blog sharing Thanksgiving week stats: Wed-Fri both have bullish tendencies. This is NOT a secret. In fact, it is an edge that is often front-run on Tuesday afternoon...I say this because 9 of the last 10 Thanksgiving-week Tuesdays have seen $SPY close in the top half of its intraday range. $SPX $STUDY quantifiableedges.com/an-updated-loo…

An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-loo… $SPX $SPY $STUDY