Share this postAn Anatomy of Calendar Effectsblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherAn Anatomy of Calendar EffectsedarchimbaudSep 7, 2023∙ PaidShare this postAn Anatomy of Calendar Effectsblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id1593770.pdfTrading rulesBuy SPY ETF either 1 day or 4 days prior to the month's conclusion.This post is for paid subscribersSubscribeAlready a paid subscriber? Sign in