DMI Trading Strategy – S&P 500 (SPY) (#76)

Description

A swing trading strategy using the Directional Movement Index (DMI), combined with trend and mean reversion filters – backtested on the SPY ETF for high-accuracy trade setups.

✔️ 400 trades
✔️ 0.35% average gain per trade
✔️ 74% win rate
✔️ Profit factor: 2
✔️ 5.7% annual return (CAGR)
✔️ 12% market exposure
✔️ Risk-adjusted return: 34%
✔️ Max drawdown: -17%

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