Short Strategy – Russell 2000 (IWM) (#79) Volatility Trading This was our Monthly Trading

This was our Monthly Trading Edge for November 2024

A 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

9% annual return (CAGR)✔️ 62% market exposure✔️ Risk-adjusted return: 9

A backtested swing trading strategy using the often-overlooked ADX indicator

Short Strategy – Russell 2000 (IWM) (#79) Volatility Trading This was our Monthly TradingA short only swing trading strategy backtested on the IWM ETF tracking the Russell 2000 index designed to capitalize on market pullbacks with minimal exposure. This was our monthly trading edge for April 2024. 167 trades 0. 6% average gain per trade 65% win rate Profit factor: 2. 3 3. 9% annual return (CAGR) 4% market exposure Risk adjusted return: 86% Max drawdown: 11% Youll get the full trading rules ready to test and validate. Some example code for