Day Trading Strategy – S&P 500 (SPY) (#78)

A short-term day trading strategy. Backtested on the SPY ETF with minimal market exposure and high risk-adjusted returns.

✔️ 166 trades
✔️ 0.45% average gain per trade
✔️ 60% win rate
✔️ Profit factor: 1.9
✔️ 2.3% annual return (CAGR)
✔️ 2% market exposure
✔️ Risk-adjusted return: 110%
✔️ Max drawdown: -9%

You’ll get the full trading rules – ready to test and validate.
Some example code for popular platforms is included. Want it? Just ask.