Quarterly Expiry weeks see futures and options contracts roll over, often creating volatility as positions are closed or rolled. Price swings can accelerate as hedges are adjusted and liquidity temporarily dries up.

The strategy trades in the direction of the prevailing trend at the start of the week, exiting before settlement day to avoid chaos.

A fixed stop keeps risk in line if volatility proves too extreme.

Details

Entry Criteria: calendar effect triggers
Long/Short: Both
Exit Criteria: stop-loss or opposite signal
Stops: Yes, percent based
Default Values:
- CandleType = 15 minute
- StopLoss = 2%
Filters:
- Category: Seasonality
- Direction: Both
- Indicators: Seasonality
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: Yes
- Neural networks: No
- Divergence: No
- Risk level: Medium

Downloads by Version

Similar & Alternative Packages

Hand-picked matching NuGet libraries based on tags & ecosystem

Depended On By

Find packages that declare this package as a dependency. NuGet does not provide a reverse-dependency endpoint, so candidates are checked on demand.

Adoption Assessment

A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.

No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.