A backtested seasonal swing trading strategy with three entry variables and one exit rule. It enters at the open and exits at the close the following day. Tested on SPY – the ETF tracking the S&P 500.
✅ 318 trades ✅ 0.37% average gain per trade ✅ 62% win rate ✅ Profit factor: 2.0 ✅ 3.5% annual return (CAGR) ✅ Only 4% market exposure ✅ Risk-adjusted return: 90% ✅ Max drawdown: -8%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
