Day Trading Strategy (Short) – S&P 500 (SPY) (#73)

Description

A short-only day trading strategy based on a seasonal pattern and one external indicator – backtested on the SPY ETF. It enters short at the open and covers at the close, with extremely low market exposure.

✔️ 109 trades
✔️ 0.28% average gain per trade
✔️ 69% win rate
✔️ Profit factor: 2.5
✔️ 1.3% annual return (CAGR)
✔️ 2% market exposure
✔️ Risk-adjusted return: 671%
✔️ 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