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

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.

Please check out our other Strategy Bundles.

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

Strategy 1

Strategy and performance metrics:

• #trades: 301
• Average gain per trade: 0.9%
• CAGR: 9.1%
• Time spent in the market: 15%
• Max drawdown: 23%
• Risk-adjusted CAGR: 61%
• Win rate: 78%
• Max consecutive losers: 2
• Max consecutive winners: 24
• Profit factor: 2.8
• Sharpe Ratio: 2.3

Strategy 2

Strategy and performance metrics:

• #trades: 133
• Average gain per trade: 0.6%
• CAGR: 2.6%
• Max drawdown: 13%
• Risk-adjusted CAGR: 48%
• Time spent in the market: 5%
• Win rate: 78%
• Max consecutive losers: 2
• Max consecutive winners: 12
• Profit factor: 2.9
• Sharpe Ratio: 2.3

Strategy 3

Strategy and performance metrics:

• #trades: 221
• Average gain per trade: 0.7%
• CAGR: 5.2%
• Max drawdown: 17%
• Risk-adjusted CAGR: 49%
• Time spent in the market: 10%
• Win rate: 73%
• Max consecutive losers: 4
• Max consecutive winners: 18
• Profit factor: 3.3
• Sharpe Ratio: 2.4

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