Join Our Monthly Trading Strategy Club
Last Updated on March 11, 2023
Once a month we publish a new Trading Edge together with code for Amibroker and Tradestation (two trading courses and 15% discount on any other product included)
We have summarized both the backtests and live performance in a separate article:
The membership service is based on quantified patterns and anomalies that show abnormal returns. The monthly Trading Edge contains specific and 100% quantifiable rules for entry and exit presented in plain English and code for Amibroker and Tradestation. You need to evaluate how to utilize the edge, even though it potentially can be used as a stand-alone strategy. The Trading Edge might offer you input for your other strategies or you might tweak the Trading Edge to suit your style. The Trading Edges don’t have stop-losses or money management rules because this can only be judged by the trader.
We use many of the Trading Edges in our own trading.
The Trading Edges are mostly short-term swing trades, but also day trades and weekly edges might be included. You can read more about the difference between an edge and a strategy in the article called how to find trading edges.
The Trading Edges are both in ETFs and futures contracts (like bonds, commodities, EU/Asian indexes, and forex). We have compiled a list of the Trading Edges below.
If you are already a member you can edit your subscriptions here.
It works like this:
- Sign up and choose between monthly or annual membership.
- We don’t increase the subscription fee when you renew (you automatically renew – it’s recurring unless you cancel). It’s a lifetime subscription fee as long as you never cancel. To be clear: If you cancel or stop the subscription and later sign up again you need to pay the current price.
- During the first two weeks of every month, you receive one new, fresh edge. You also get the code for Tradestation and Amibroker (although the Trading Edges can easily be coded in any language as the edges are explained in plain English). You’ll be notified by e-mail.
- It’s yours! Start testing your edges, experiment, and build your own profitable trading strategies.
We offer two payment plans (for the same monthly Trading Edge):
- Monthly at 149 USD a month (one new edge for the current month + code for Tradestation and Amibroker). You get NO access to our “library” of old Trading Edges – only the current one (one per month).
- Or you can subscribe annually for 1190 USD and get access to the previous 12 Trading Edges plus the coming 12 Trading Edges (code for Tradestation and Amibroker) – thus only 49 USD per edge.
- BONUS! If you sign up for the annual subscription you also get access to our backtesting course and trading course! Moreover, we give you a 15% discount for any product you purchase later.
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(Please check your spam filter if you don’t receive any confirmation emails.)
Already published Trading Edges:
No.1: Overnight edge in the S&P 500 (February 2021):
The strategy enters at the close and exits on tomorrow’s open: 108 trades, 0.21% per trade, profit factor of 2.68, and three variables. Trades on the first day of the month.
No.2: Overnight edge in QQQ/Nasdaq (March 2021):
The strategy enters at the close and exits on tomorrow’s open: 499 trades, 0.24% per trade, profit factor of 1.82, and two variables. Works on the S&P 500 as well.
No.3: Swing trade in XLP (April 2021):
The strategy enters and exits at the close: 126 trades, 0.69% per trade, profit factor of 3.15, and three variables.
No.4: Swing trade in XLP (May 2021):
The strategy enters and exits at the close: 309 trades, 0.52% per trade, profit factor of 2.77, and two variables (one being another security).
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No.5: Swing trade in TLT (June 2021):
The strategy enters and exits at the close. 228 trades, 0.45% per trade, profit factor of 2.77, and three simple variables.
No.6: Overnight SHORT edge in the FXI (Chinese stocks) (July 2021):
The strategy enters at the close and exits on tomorrow’s open: 236 trades, 0.33% per trade, profit factor of 2.41, and three variables. This is a short strategy.
No.7: ATR Swing Trade in Nasdaq/QQQ (August 2021):
The strategy enters and exits at the close. 159 trades, 1.83% per trade, profit factor of 3.6, and three simple variables. CAGR is 13.5% while being invested only 11% of the time.
No.8: Overnight in silver miners (SIL) (September 2021):
The strategy enters at the close and exits the next day on the open. 207 trades, 0.64% per trade, profit factor of 3.2, and two variables.
No.9: Swing Trade S&P 500/SPY (October 2021):
The strategy enters and exits at the close. 533 trades, 0.8% per trade, profit factor of 2.8. One variable for both entry and exit. CAGR is 15.4% while being invested 35% of the time.
No.10: Overnight in DAX-futures (November 2021):
The strategy enters at the close (1730 CET) and exits at the next open (0900 CET). 209 trades, 0.22% per trade, profit factor of 2. There are two buy variables – exit is next open with no conditions. CAGR is 2.15% while being invested 3.8% of the time. Max consecutive winners are 11 and max consecutive losers are 4. The max drawdown is 5.12%.
No.11: Short swing strategy in TLT/bonds (December 2021):
The strategy enters and exits at the close. 184 trades, 0.52% per trade, profit factor of 1.8. Two variables for entry and the strategy exits after n bars. CAGR is 4.9% while being invested 26% of the time. This is a SHORT strategy.
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No.12: Long swing strategy in XLU (utilities) (January 2022):
The strategy enters and exits at the close. 145 trades, 0.88% per trade, profit factor of 2.6. Two variables for entry and the strategy exits after n bars. CAGR is 5.75% while being invested 15% of the time.
No.13: Long volatility swing strategy in SPY (S&P 500) (February 2022):
The strategy enters and exits at the close. 365 trades, 0.42% per trade, profit factor of 2.3. Two variables for entry and the strategy exits based on one variable. CAGR is 5.2% while being invested 14% of the time. Max. drawdown is 16%.
This strategy should work well with mean reversion strategies. The strategy buys about 65% of the time on an up day, and frequently with high RSI readings.
No.14: Long overnight from close to close (holding for one day) in SPY (S&P 500) (March 2022):
The strategy enters and exits at the close. 367 trades, 0.36% per trade, profit factor of 1.8. Three variables for entry and the strategy exits at the close the next day. CAGR is 4.3% while being invested 5% of the time. Max. drawdown is 10%.
No.15: Long overnight from close to close (holding for one day) in HYG (junk bonds) (April 2022):
The strategy enters and exits at the close. 151 trades, 0.24% per trade, profit factor of 2.4. Three variables for entry and the strategy exits at the close the next day. CAGR is 2.4% while being invested 4% of the time. Max. drawdown is 4%.
No.16: Long overnight from open to next day’s close (holding for one day) in SPY (S&P 500) (May 2022):
The strategy enters at the open and exits at the close the next day. 236 trades, 0.46% per trade, profit factor of 2.2. Three variables for entry (seasonal strategy). CAGR is 3.7% while being invested 3% of the time. Max. drawdown is 5%.
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No.17: Long swing trade from in QQQ/@NQ (Nasdaq) (June 2022):
The strategy enters at the close and exits at the close one or more days later. 177 trades, 0.86% per trade, profit factor of 2.4. Three variables for entry. CAGR is 6.7% while being invested 12% of the time. Max. drawdown is 19%.
No.18: Long overnight trade in QQQ / @NQ /SPY / @ES (July 2022):
The strategy enters at the close and exits at the close one day later. 385 trades, 0.59% per trade, profit factor of 2. Two variables for entry. CAGR is 10% while being invested 7% of the time. Max. drawdown is 12%.
No.19: Short swing trade in XLP (August 2022):
This is a SHORT strategy. The strategy enters at the close and exits at the close one or more days later. 197 trades, 0.37% per trade, profit factor of 3.2. Five variables for entry. CAGR is 3.2% while being invested 6% of the time. Max. drawdown is 3%.
No. 20: Long swing trade in XLV/XLU (September 2022):
This is a long strategy. The strategy enters at the open and exits at the close 4 or 5 trading days later. This is a seasonal strategy. 142 trades, 0.81% per trade (XLV), profit factor of 2.9. Three variables for entry. CAGR is 4.9% while being invested 9% of the time. Max. drawdown is 6%.
No. 21: Both long and short swing trade in TLT (October 2022):
This is BOTH a long and short strategy. Both of them are built on seasonal anomalies and are somewhat connected, thus two strategies. Both enter and exit at the close. There are 493 trades in total and the average gain on long trades is 0.42% and 0.39 for short trades. Profit factor is 1.8. CAGR is 9.6% and the time spent in the market is around 56%. Max drawdown is 21%.
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No. 22: Long overnight in DAX-40 futures (from the close until tomorrow’s open) (November 2022):
This is a long strategy. The strategy enters at the close of the ordinary stock session at 1730 local German time and exits at the open 0900 local German time the day after. 302 trades, 0.23% per trade, profit factor of 2.4. Two variables for entry. CAGR is 3.9% (unleveraged) while being invested 6% of the time. Max. drawdown is 6%.
No. 23: Long holiday swing trade S&P 500 (SPY) (December 2022):
This is a long strategy. The strategy enters at the close of the ordinary stock session at 1600 local ET time and exits at the close a few days later. 111 trades, 0.48% per trade, profit factor of 2.8. Just one variable for entry. CAGR is 2.1% (unleveraged) while being invested 2% of the time. Max. drawdown is 5%.
No. 24: Seasonal swing trade in German bunds (FGBL) (January 2023):
This is a long strategy. The strategy enters at the open and exits at the open a few days later. 179 trades, 0.36% per trade (unleveraged), profit factor of 2.5. Just two variables for entry. CAGR is 2.77% (unleveraged) while being invested 15% of the time. Max. drawdown is 5%.
No. 25: Swing trade in real estate stocks (VNQ) (February 2023):
This is a long strategy. The strategy enters at the close and exits at the close a few days later (it also works if you enter at the open the next day, but slightly less profitable). 340 trades, 0.9% per trade (unleveraged), profit factor of 2.4. Just one variable for entry. CAGR is 16.6% (unleveraged) while being invested 52% of the time. Max. drawdown is 33%.
No. 26: Swing trade in real Treasury bonds (TLT) (March 2023):
This is a long strategy. The strategy enters at the close and exits at the close a few days later (it also works if you enter at the open the next day, but slightly less profitable). 227 trades, 0.44% per trade (unleveraged), profit factor of 2.4. Just two variables for entry. CAGR is 4.8% (unleveraged) while being invested 13% of the time. Max. drawdown is 8%.
Disclaimer: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities. Always use a demo account for many months before you commit real money.
Trading involves a high level of risk and is not suitable for all investors. Past performance is not indicative of future results. When trading futures or ETFs, you may incur substantial losses, even if the underlying asset moves in the direction you expected. In addition, the leverage inherent in futures trading can magnify any losses. It is important to carefully consider your financial situation and risk tolerance before deciding to trade futures. You should also be aware of the risks specific to the futures contract you are trading, such as the risk of early assignment for options on futures and the potential for illiquid markets. It is recommended that you seek the advice of a financial professional before trading futures.