Long Volatility Swing Trading Strategy – S&P 500 (SPY) (#17)

Description

A backtested long-volatility strategy built for SPY – the ETF tracking the S&P 500. The strategy enters on strong close days (often with high RSI) and exits based on one defined variable.

✅ 394 trades
✅ 0.34% average gain per trade
✅ 77% win rate
✅ Profit factor: 2.1
✅ 4.1% annual return (CAGR)
✅ 10% market exposure
✅ Risk-adjusted return: 39%
✅ Max drawdown: -18%

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.