A seasonal trading strategy that captures the historically strong anomaly on the first trading day of the month – backtested on the SPY ETF for consistent edge with minimal exposure.
✔️ 76 trades ✔️ 0.7% average gain per trade ✔️ 76% win rate ✔️ Profit factor: 3 ✔️ 1.7% annual return (CAGR) ✔️ 2.4% market exposure ✔️ Risk-adjusted return: 68% ✔️ Max drawdown: -6%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
