A Put/Call Study With Intermediate-Term Bearish Implications

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A Put/Call Study With Intermediate-Term Bearish Implications
Mar 10, 2010

Rob Hanna

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Tuesday’s Put/Call Ratio suggested some complacency among options traders. Below is a study I’ve shown a few times in the past in the Subscriber Letter that appeared in last night’s Quantifinder for gold subscribers.

This study gets off to a bit of a slow start, but then there appear to be solidly bearish implications for up to several weeks out. Even as much as 4-5 weeks out the % winners is exceptionally low, as are the win/loss ratio, the profit factor and the average trade.