End of Month Trading Strategy for Equity ETFs (#28)

Description

The strategy takes a position at the end of the month and holds it for one month.

This strategy was our monthly Trading Edge for February 2026.

128 trades
 1.5% average gain per trade
72% win rate
Profit factor: 2.5
5.6% annual return (CAGR)
32% market exposure
Risk-adjusted return: 17%
Max drawdown: -16%

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.