A backtested swing trading strategy that enters at the close and exits at the close of the next day. Built using three variables for entry and one for exit, tested on SPY – the ETF tracking the S&P 500.
✅ 374 trades ✅ 0.28% average gain per trade ✅ 60% win rate ✅ Profit factor: 1.6 ✅ 3.1% annual return (CAGR) ✅ Only 5% market exposure ✅ Risk-adjusted return: 68% ✅ 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.
