The second Triple Witching Week (Quadruple Witching if you prefer) of the year brings on some volatile trading with losses frequently exceeding gains.
NASDAQ(NYSEARCA:QQQ) has the weakest record on the first trading day of the week. Triple-Witching Friday is usually better, DJIA has been up ten of the last sixteen years.
Full-week performance is choppy as well, littered with greater than 1% moves in both directions. The week after Triple-Witching Day is horrendous. This week has experienced DJIA (NYSEARCA:DIA)losses in 25 of the last 29 years with an average decline of 1.09%. S&P 500 (NYSEARCA:SPY)and NASDAQ have fared slightly better during the week after over the same 29-year span, declining 0.73% and 0.23% respectively on average.