End of Month Overnight Edge Strategy – Nasdaq 100 (QQQ) (#10)

Description

A backtested strategy that buys at the close and sells at the next open, regardless of conditions. Based on one simple variable and tested on QQQ – the ETF tracking Nasdaq 100.

✅ 192 trades
✅ 0.18% average gain per trade
✅ 61% win rate
✅ Profit factor: 1.9
✅ 1.1% annual return (CAGR)
✅ Only 3% market exposure
✅ Risk-adjusted return: 37%
✅ Max drawdown: -3%

You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it.