A portfolio strategy that combines two long-standing seasonal effects—one in stocks, one in bonds—into a complementary system. Backtested on the SPY and TLT ETFs to demonstrate the power of diversification through seasonality.
✔️ 467 trades ✔️ 0.5% average gain per trade ✔️ 63% win rate ✔️ Profit factor: 1.7 ✔️ 5.5% annual return (CAGR) ✔️ 22% market exposure ✔️ Risk-adjusted return: 24% ✔️ 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.
