Overnight Seasonal Swing Trading Strategy – S&P 500 (SPY) (#20)

Description

A backtested seasonal swing trading strategy with three entry variables and one exit rule. It enters at the open and exits at the close the following day. Tested on SPY – the ETF tracking the S&P 500.

✅ 318 trades
✅ 0.37% average gain per trade
✅ 62% win rate
✅ Profit factor: 2.0
✅ 3.5% annual return (CAGR)
✅ Only 4% market exposure
✅ Risk-adjusted return: 90%
✅ Max drawdown: -8%

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.