Last Trading Day of the month in a Bullish Market

07/31/2020 09:02 AM - By Brian Casto
Looking back at history, the last day of the month, even when showing a strong trend, leans toward a Bearish result, with a projected close below the open print.  Win Rates for Futures Indices are weak, around 40%.  Both T-scores and Average Trade Amounts have negative values disfavoring a Long strategy.  See the set up below and watch the video.

Opening Gap Direction - UP

Market Status - A strong day yesterday boosted by some earning reports leading to an Up Gap this morning on the last trading day of the month.

Instrument - ES, NQ, YM, RTY

Trading SetUp - Intraday Open

Market Trend - Above the 200 Day Moving Average (200MA) and above the 10 Day Moving Average (10MA)

Trade Type - Long

Entry - 9:30 am ET (Market Open)

Exit - 4:15 pm ET (Market Close)

Brian Casto