Turn of the Month Strategy – S&P 500 (SPY) (#82) Seasonal Trading A backtested swing trading strategy

A backtested swing trading strategy built on volatility bands

they tend to gain momentum

✔️ 84 trades✔️ 4

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

3% annual return (CAGR)✔️ 26% market exposure✔️ Risk-adjusted return: 50%✔️ Max drawdown: -41% (Buy & Hold: -82%)

Turn of the Month Strategy – S&P 500 (SPY) (#82) Seasonal Trading A backtested swing trading strategyA swing trading strategy based on the well documented turn of the month effect backtested on the SPY ETF and the S&P 500 cash index going back to 1960. This was our Monthly Trading Edge for September 2023. 650 trades 0. 65% average gain per trade 62% win rate Profit factor: 2 6. 3% annual return (CAGR) 24% market exposure Risk adjusted return: 26% Max drawdown: 28% Youll get the full trading rules ready to test and validate. Some example code for