{"product_id":"strategy82","title":"Turn of the Month Strategy – S\u0026P 500 (SPY) (#82)","description":"\u003cp data-start=\"132\" data-end=\"339\"\u003eA swing trading strategy based on the well-documented turn-of-the-month effect – backtested on the SPY ETF and the S\u0026amp;P 500 cash index going back to 1960. This was our Monthly Trading Edge for September 2023.\u003c\/p\u003e\n\u003cp data-start=\"341\" data-end=\"539\"\u003e✔️ 650 trades\u003cbr data-start=\"354\" data-end=\"357\"\u003e✔️ 0.65% average gain per trade\u003cbr data-start=\"388\" data-end=\"391\"\u003e✔️ 62% win rate\u003cbr data-start=\"406\" data-end=\"409\"\u003e✔️ Profit factor: 2\u003cbr data-start=\"428\" data-end=\"431\" data-is-only-node=\"\"\u003e✔️ 6.3% annual return (CAGR)\u003cbr data-start=\"459\" data-end=\"462\"\u003e✔️ 24% market exposure\u003cbr data-start=\"484\" data-end=\"487\"\u003e✔️ Risk-adjusted return: 26%\u003cbr data-start=\"515\" data-end=\"518\"\u003e✔️ Max drawdown: -28%\u003c\/p\u003e\n\u003cp data-start=\"541\" data-end=\"678\" data-is-last-node=\"\" data-is-only-node=\"\"\u003eYou’ll get the full trading rules – ready to test and validate.\u003cbr data-start=\"604\" data-end=\"607\"\u003eSome example code for popular platforms is included. Want it? Just ask.\u003c\/p\u003e","brand":"Quantified Strategies Shop","offers":[{"title":"Default Title","offer_id":51204356440402,"sku":null,"price":199.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0973\/3934\/3186\/files\/TurnoftheMonthStrategy_S_P500_SPY.png?v=1753643972","url":"https:\/\/quantifiedstrategies.myshopify.com\/products\/strategy82","provider":"Quantified Strategies Shop","version":"1.0","type":"link"}