End of Month Trading Strategy for Equity ETFs (#28)

This strategy was our monthly Trading Edge for February 2026. The strategy holds the position for one month.

Statistics and figures (SPY) - including commissions and slippage of 0.03% per trade:

• No. of trades: 128
• Average gain per trade: 1.5%
• Win ratio: 72%
• Profit factor: 2.5
• Annual returns (CAGR): 5.6%
• Exposure/time in the market: 32%
• Risk-adjusted return: 17%
• 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.