Hmmm... Not much data yet on triple witching Fridays, only tracked charts across 5 months of 2010.
Discounting 24/12 (half-day session) that gave 17 Fridays, of which 4 hit target, 5 stopped out, 3 expired positive, 5 expired negative. Interesting there's a distinct poor performance on Fridays. In percentage terms this makes 24/29/18/29(%). Of the 5 triple witching Fridays, 1 hit target, 2 stopped out, 0 expired positive, 2 expired negative: very poor. Maybe best to sit out tomorrow?
Observations -
1. Why does triple witching make BB fail? The market seems to consistently fail to follow through an early morning breakout.
2. I must look back to check the days of the week to avoid BB.