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End-of-Month Strategy – S&P 500 (SPY) (#80)
End-of-Month Strategy – S&P 500 (SPY) (#80)
A swing trading strategy based on the well-known statistical end-of-month bias in equities – backtested on the SPY ETF for reliable, repeatable edge. This was our Monthly Trading Edge for June 2023 (Gold Members).
✔️ 641 trades
✔️ 0.35% average gain per trade
✔️ 72% win rate
✔️ Profit factor: 2
✔️ 6.4% annual return (CAGR)
✔️ 21% market exposure
✔️ Risk-adjusted return: 30%
✔️ Max drawdown: -16%
You’ll get the full trading rules – ready to test and validate.
Some example code for popular platforms is included. Want it? Just ask.
Regular price
$199.00 USD
Regular price
Sale price
$199.00 USD
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