Turn of the Month in Equity Indexes (SPY)
This strategy trades the S&P 500 ETF (SPY) once a month. It buys 5 minutes before the close on the 5th-to-last trading day of the month and sells 5 minutes before the close on the 3rd trading day of the new month. It holds for about a week around the change of the month and sits in cash the rest of the time. Backtested on AMEX:SPY, 5-minute bars, January 2000 to September 2026. Status: fragile. Th
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From DaviddTech classroom · Opensource. Past results don't predict future ones. Not financial advice.
Try Turn of the Month in Equity Indexes (SPY)
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Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.