A backtested long-volatility strategy built for SPY – the ETF tracking the S&P 500. The strategy enters on strong close days (often with high RSI) and exits based on one defined variable.
✅ 394 trades ✅ 0.34% average gain per trade ✅ 77% win rate ✅ Profit factor: 2.1 ✅ 4.1% annual return (CAGR) ✅ 10% market exposure ✅ Risk-adjusted return: 39% ✅ Max drawdown: -18%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
