I’ve downloaded historic DJI data to look at how these events have changed markets when they’ve occurred. Any questions you have you can ask in the comments and I’ll try to answer (I’m pretty autistic though so take everything with a grain of salt).
- A triple witching hour on average corresponds to a 90% increase in market volume.
- A triple witching hour has only happened 15 times in a bear market since 1985.
- Those 15 times it has finished red 10 times with an average change of -0.53%.
- The biggest drop was -2.48% in June of 2000 and the biggest gain was 3.35% in September of 2009.
- A triple witching hour occurred 4 times during the Great Recession and it changed by +1.55%, -1.83%, +3.35%, and -0.30%.
Disclaimer: This information is only for educational purposes. Do not make any investment decisions based on the information in this article. Do you own due diligence.