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# End of Month
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This strategy was taken from chapter 11 of [*Short Term Trading Strategies That Work* ](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work ) (2008) by Larry Connors.
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## Rules
1. Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month.
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2. Exit the trade 1-5 days later.
## Parameters
**Entry Day**: The day of the month on which to enter the long trade. (Default: 24)
**Days to Exit**: The number of days to wait before exiting the trade. (Default: 5)
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## Backtest Results
### SPY
![SPY Analysis ](https://static.moshington.com/images/strategies/end-of-month/spy-analysis.png )
![SPY Summary ](https://static.moshington.com/images/strategies/end-of-month/spy-summary.png )
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### QQQ
![QQQ Analysis ](https://static.moshington.com/images/strategies/end-of-month/qqq-analysis.png )
![QQQ Summary ](https://static.moshington.com/images/strategies/end-of-month/qqq-summary.png )
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## DIA
![DIA Analysis ](https://static.moshington.com/images/strategies/end-of-month/dia-analysis.png )
![DIA Summary ](https://static.moshington.com/images/strategies/end-of-month/dia-summary.png )
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## IWM
![IWM Analysis ](https://static.moshington.com/images/strategies/end-of-month/iwm-analysis.png )
![IWM Summary ](https://static.moshington.com/images/strategies/end-of-month/iwm-summary.png )
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## XLE
![XLE Analysis ](https://static.moshington.com/images/strategies/end-of-month/xle-analysis.png )
![XLE Summary ](https://static.moshington.com/images/strategies/end-of-month/xle-summary.png )
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## XLF
![XLF Analysis ](https://static.moshington.com/images/strategies/end-of-month/xlf-analysis.png )
![XLF Summary ](https://static.moshington.com/images/strategies/end-of-month/xlf-summary.png )
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