A long-only trading strategy that enters at the close and exits at the close the following trading day – holding for exactly 24 hours. Built on two entry variables and backtested on the SPY ETF (also applicable to QQQ). This was our Monthly Trading Edge for October 2023 (Gold and Platinum Members).
✔️ 405 trades ✔️ 0.4% average gain per trade ✔️ 63% win rate ✔️ Profit factor: 2.2 ✔️ 5.1% annual return (CAGR) ✔️ 5% market exposure ✔️ Risk-adjusted return: 102% ✔️ Max drawdown: -7%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
