Russell 2000 Rebalancing Strategy – IWM (#66)

An annual seasonal trading strategy that capitalizes on the rebalancing effect in the Russell 2000 index – backtested on the IWM ETF and futures data.

✔️ 25 trades
✔️ 1.4% average gain per trade
✔️ 68% win rate
✔️ Profit factor: 3
✔️ 1.4% annual return (CAGR)
✔️ 2% market exposure
✔️ Risk-adjusted return: 69%
✔️ Max drawdown: -6%

You’ll get the full trading rules – ready to test and validate.
Some example code for popular platforms is included. Want it? Just ask.