A seasonal swing trading strategy that enters on the last trading day of each month – backtested on the SPY ETF to capture a recurring end-of-month effect.
✔️ 197 trades ✔️ 0.54% average gain per trade ✔️ 78% win rate ✔️ Profit factor: 2.5 ✔️ 3.4% annual return (CAGR) ✔️ 6% market exposure ✔️ Risk-adjusted return: 59% ✔️ Max drawdown: -13%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
