The creator discusses temporal price patterns in stock markets, focusing on the January effect and the weekend effect. The January effect, where January historically shows the highest returns for US stocks, is found to be primarily a small-cap phenomenon and is observed across countries. Potential explanations include fund flows, window dressing, and tax-loss selling, though none fully explain the effect. The weekend effect, where Mondays are historically the worst days to invest, is also highlighted.
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Session 10 (of 42): Temporal Price Patterns
Mar 24, 2026
The creator discusses temporal price patterns in stock markets, focusing on the January effect and the weekend effect. The January effect, where January historically shows the highest returns for US stocks, is found to be primarily a small-cap phenomenon and is observed across countries. Potential explanations include fund flows, window dressing, and tax-loss selling, though none fully explain the effect. The weekend effect, where Mondays are historically the worst days to invest, is also highlighted.
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