Infographic titled "Turn of the Month Strategy – S&P 500 (SPY)" displaying a rising equity curve and four key performance stats: 650 trades, 0.65% average gain per trade, 62% win rate, and 6.3% annual return.
A long-term equity curve graph for the Turn of the Month Strategy on the S&P 500 (SPY) spanning from approximately 1960 to 2025. The line shows significant exponential growth, starting from $100,000 and reaching a final portfolio equity of $5,321,820.

Turn of the Month Strategy – S&P 500 (SPY) (#82)

199,00 $

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Description

A swing trading strategy based on the well-documented turn-of-the-month effect – backtested on the SPY ETF and the S&P 500 cash index going back to 1960. This was our Monthly Trading Edge for September 2023.

✔️ 650 trades
✔️ 0.65% average gain per trade
✔️ 62% win rate
✔️ Profit factor: 2
✔️ 6.3% annual return (CAGR)
✔️ 24% market exposure
✔️ Risk-adjusted return: 26%
✔️ Max drawdown: -28%

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

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