My no-trade calendar

Some days I just don't run it. Not because the strategy can't handle them, but because I can't evaluate the results afterwards — too much of the move is about one event rather than the thing I'm trying to trade. On my list: FOMC days, the session before a long holiday weekend, and any day I'm traveling. Earnings for names in my universe get the symbol excluded rather than the whole day. Half-days are the sneaky one. Thin, weird, and they'll happily produce a result that means nothing.
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PremarketPete
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4 replies

SlowSwing_Sam· Jul 2026 ago
Half-days ruined a month of my stats before I realized they were in the sample.
BacktestBetty· Jul 2026 ago
If you exclude days live, exclude them in the backtest too. Otherwise you're comparing two different strategies.
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MomoQueen· Jul 2026 ago
Betty is so right about the backtest thing!! Also can I add the day AFTER a big event? The hangover session is just as unreadable for me, everyone's repositioning and nothing follows through. And first day back from a long weekend, ugh!
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GapHunterMike· Jul 2026 ago
travel day isn't a market filter, that's a you filter. fine, but keep it in a separate column. otherwise in a year you won't know if you skipped 12 days for thin tape or because you were at an airport.
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