The Power Hour
A Research on the Final Hour of the Trading Day
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Is There an Edge?
There’s a bit of confusion with this definition, I know it as one thing, but the old Google tells me something different.
My definition: The final hour of the day. In the right conditions, it’s when buying kicks up a gear as institutions get more aggressive hitting offers to finish daily orders.
Google’s definition:
Right, so Google reckons it’s both the open and close.
I don’t disagree that the open can be a very nice time to trade, but for me, power hour has always been that last hour of urgent order flow.
Anyway – Is there an edge?
Let’s define the power hour.
It’s the last hour of the US market, and for argument’s sake, I’m going to say the Nasdaq is more likely to be a beneficiary, due to the more volatile nature of the stocks in the index.
(yeah big assumption but I’m no data scientist, I’m a trader. So bear that in mind with any of my results below. Assume I am totally wrong!)
Let’s look at what happens when we buy the QQQ (Nasdaq ETF) at 3 pm ET and close at 3.57 pm (just to avoid any slippage and price spikes)
Using a nominal 1000 shares.
Not including any stops, targets, slippage or commissions.
Simply buying every day at 3 pm and closing at 3.57 pm for one year.
Profitable, which is not bad considering buy and hold got battered, but still not very good. I wouldn’t want to just trade that. Too choppy, feels like a coin toss.
Alright, let’s strip out some days. How about if we listen to Google and use Monday and Friday?
It made some early gains but has been pretty stagnant since then. Pretty rubbish.
I went and tested each day separately and found that:
Wednesday was awful.
Something about that midweek blues really affected the results. (If anything shorting on a Wednesday is something to explore…)
Tuesday and Thursday were slightly profitable.
But it turned out the Friday power hour was the outlier. Buying for that Friday boost into the close really paid off.
Let’s take a look:
Pretty steady across the year. The first half of 2022 was a blood bath for Nas so this strategy actually did ok!
Let’s go back to 2020 to see if it’s robust over a few years.
Decent enough.
It also was pretty robust on the S&P, Dow, and Russell.
Remember – I’m a trader who observes things in real-time and then uses pretty simple backtesting tools to test and confirm my findings.
This is not a recommendation to do anything of course but hopefully, you found it interesting
Today, think about how you could do this type of research for yourself. What could you go back and look at that might help you get that extra edge during the trading day?
You’re probably a discretionary trader but sometimes knowing there’s a market tendency in one direction can give you some more confidence to take the trade