The Blizzard System

  • Updated:

    11.30.-1
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Description:

Despite the post-war bull market which has been ongoing ever since the end of WWII, its interesting to see the dampening effect snow has on the stock markets. This is intended as a tongue-in-cheek trading system. Not intended for real trading but just an example of what can be tested. I did this also after hearing a rumor that Renaissance Technologies had a system for the stock market based on snowfall in central park.

The Blizzard System

BUY: If there are 5 inches of snowfall in Central Park in the prior 24 hours to the open, then buy the open.

SELL: At the close the same day

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