A short-term overnight trading strategy that enters at the close and exits at the next day’s open – backtested on the IWM ETF for quick, low-exposure gains. This was our Trading Edge for February 2024.
✔️ 152 trades ✔️ 0.31% average gain per trade ✔️ 77% win rate ✔️ Profit factor: 4 ✔️ 2% annual return (CAGR) ✔️ 2.5% market exposure ✔️ Risk-adjusted return: 79% ✔️ Max drawdown: -2%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
