End-of-Month Strategy – S&P 500 (SPY) (#80) Swing Trading 1% annual return (CAGR)✅ 32%

1% annual return (CAGR)✅ 32% market exposure✅ Risk-adjusted return: 20%✅ Max drawdown: -15%

A backtested overnight strategy that enters at the close and exits at the close the next trading day

5% market exposure✔️ Risk-adjusted return: 177%✔️ Max drawdown: -7%

6% average gain per trade✔️ 50% win rate✔️ Profit factor: 3✔️ 5

End-of-Month Strategy – S&P 500 (SPY) (#80) Swing Trading 1% annual return (CAGR)✅ 32%A swing trading strategy based on the well known statistical end of month bias in equities backtested on the SPY ETF for reliable, repeatable edge. This was our Monthly Trading Edge for June 2023 (Gold Members). 641 trades 0. 35% average gain per trade 72% win rate Profit factor: 2 6. 4% annual return (CAGR) 21% market exposure Risk adjusted return: 30% Max drawdown: 16% Youll get the full trading rules ready to test and validate. Some example code