3 Beginner Strategies In SPY and ES (ETF and Futures) – (Trading Strategy Bundles)

We have put together a “strategy pack” (bundle) of 3 strategies in S&P 500 (SPY or ES). The bundle consists of three strategies that we believe complement each other (charts and data updated per January 2023).

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In all our bundles you will find both Amibroker code, Tradestation code and th

SPY ES trading strategies

e strategy written in plain English. The strategies are long-only due to the nature of the index.

  • Strategy 1 is new and has never been published on the website before
  • Strategy 2 is a modified version of the monthly trading edge of February 2022
  • Strategy 3 is a modified candlestick pattern.
  • We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
  • Ask us if you are unsure: oddmund at quantifiedstrategies dot com.

Please check out our other Strategy Bundles.

Here are the details about each strategy plus all strategies combined:

Strategy 1

 

Strategy and performance metrics:

Strategy 2

 

Strategy and performance metrics:

Strategy 3

 

Strategy and performance metrics:

All 3 strategies combined

 

Strategy and performance metrics:

  • #trades: 519
  • Average gain per trade: 0.74%
  • CAGR: 13.2% (unleveraged)
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 53%
  • Time spent in the market: 25%
  • Win rate: 75%
  • Max consecutive losers: 3
  • Max consecutive winners: 13
  • Profit factor: 2.9
  • Sharpe Ratio: 2.2

The annual returns are like these:

 

 

Here you can find more trading strategy bundles

Please read this before you buy:

  • At least one strategy is new and unique.
  • However, most of the strategies are new and not published anywhere else.
  • Some might be part of our Monthly Trading Edges.
  • We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
  • Ask us if you are unsure: oddmund at quantifiedstrategies dot com.

Last Updated on January 17, 2023

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