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

We have put together a “strategy pack” (bundle) of 3 strategies for S&P 500 (SPY). We have not backtested on @ES, but it might work if trading the same opening hours as SPY.

Buy and sell orders are backtested using the closing price (how to trade at the close – or alternative entries). No commissions and slippage included (estimated commissions and slippage).

The bundle consists of three strategies that should complement each other (charts and data updated per February 2024).

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The bundle comes with trading rules in plain English and code for Amibroker and TradeStation/EasyLanguage (we also have it in TradingView/Pine Script, but we provide no guarantees that it works properly).

The strategies are long-only due to the nature of the index.

SPY ES trading strategies

 

  • 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: support 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:

  • #trades: 228
  • Average gain per trade: 0.7%
  • CAGR: 5.1%
  • Time spent in the market: 10%
  • Max drawdown: 16%
  • Risk-adjusted CAGR: 47%
  • Win rate: 73%
  • Max consecutive losers: 3
  • Max consecutive winners: 18
  • Profit factor: 3.1

Strategy 2

Strategy and performance metrics:

  • #trades: 108
  • Average gain per trade: 0.63%
  • CAGR: 2.1%
  • Max drawdown: 10%
  • Risk-adjusted CAGR: 50%
  • Time spent in the market: 4%
  • Win rate: 77%
  • Max consecutive losers: 2
  • Max consecutive winners: 11
  • Profit factor: 2.7

Strategy 3

 

Strategy and performance metrics:

  • #trades: 281
  • Average gain per trade: 0.98%
  • CAGR: 8.8%
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 66%
  • Time spent in the market: 13%
  • Win rate: 79%
  • Max consecutive losers: 2
  • Max consecutive winners: 24
  • Profit factor: 2.6

All 3 strategies combined

 

Strategy and performance metrics:

  • #trades: 491
  • Average gain per trade: 0.75%
  • CAGR: 12.1% (unleveraged)
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 53%
  • Time spent in the market: 23%
  • Win rate: 74%
  • Max consecutive losers: 3
  • Max consecutive winners: 13
  • Profit factor: 2.7

The annual returns are like these:

 

 

Here you can find more trading strategy bundles

Please read this before you buy:

  • They were published in early 2022.
  • 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.
  • They are backtested, and there are no guarantees they will perform as in the past. 
  • We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
  • The backtest trades at the close. Alternatively, you can put in a limit order the open the next day, and most likely you’ll have fewer trades, but a better average. 
  • Ask us if you are unsure: support at quantifiedstrategies dot com.

FAQ:

What is the S&P 500 Strategy Bundle, and what does it include?

The S&P 500 Strategy Bundle is a collection of three trading strategies specifically designed for the S&P 500 index (SPY or ES). It includes detailed trading rules in plain English and code for Amibroker and TradeStation/EasyLanguage.

How can I purchase the S&P 500 Strategy Bundle, and what platforms are supported?

To purchase the bundle, you can click on the provided link. The strategies come with code for Amibroker and TradeStation/EasyLanguage. While there is also code for TradingView/Pine Script, it comes with no guarantees of proper functionality. Strategies in the bundle are long-only. This is due to the nature of the S&P 500 index, and the strategies have been designed accordingly.

What are the annual returns of the combined strategies in the bundle?

The combined performance metrics for all three strategies are presented, including the number of trades, average gain per trade, CAGR, max drawdown, risk-adjusted CAGR, time spent in the market, win rate, max consecutive losers, max consecutive winners, and profit factor.

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