A short-only day trading strategy based on a seasonal pattern and one external indicator – backtested on the SPY ETF. It enters short at the open and covers at the close, with extremely low market exposure.
✔️ 109 trades ✔️ 0.28% average gain per trade ✔️ 69% win rate ✔️ Profit factor: 2.5 ✔️ 1.3% annual return (CAGR) ✔️ 2% market exposure ✔️ Risk-adjusted return: 671% ✔️ Max drawdown: -3%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
