Bear Market Day Trading Strategy (#77)

The strategy trades only during a bear market and on the long side.

The strategy was our monthly trading edge for September 2025.

Performance metrics (SPY – slippage and commission of 0.03% per trade is included):

• No. of trades: 100
• Average unleveraged gain per trade: 0.5%
• Win ratio: 62%
• Profit factor: 2
• CAGR: 1.5%
• Exposure/time in the market: 1%
• Risk-adjusted return: 126% (CAGR divided by time spent in the market (0.1))
• Max. drawdown: -5%

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