Post-Holiday Weakness Strategy (Python)

Post-Holiday Weakness is the tendency for prices to drift lower immediately after a major holiday when volume remains thin. With many participants still away, counter-trend moves can gain traction. The strategy sells short the day after a holiday and covers quickly once normal participation returns. A small stop is used to avoid excessive losses during low-liquidity trading.

• 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