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Cortos en bancos durante el fin de semana

· Dalamar

Dalamar · 22 de febrero de 2013

You might have noted that bank failures are typically happening over the weekend. That gives the administration some time to think about how to handle the crisis, how to guarantee the savers’ money, how to prevent a run on the banking system, how to spin good PR and so on.

After the beginning of the credit crisis in 2007, banking failures over the weekends became a regular event. How about shorting banks over the weekend, say from Friday closing to Monday opening?

We use the index IXBK (“NASDAQ Bank”) consisting of 475 financial titles.

Exiting the short position on Monday opening is not a good idea. If you get out on Monday closing the performance is much better. The whole strategy (of course) only works in bad times.

This is impressive: If you enter the short (“SELL”) every Monday opening and exit the short (“BUY”) every Monday closing, you would have made 50% – 60% per year (without leverage!) since begin of 2007, the beginning of the crisis.

Dalamar · 17 de marzo de 2013

Creo que este fin de semana podria haber sido uno de esos!