ninjatrader/strategies/end-of-month/README.md

10 lines
330 B
Markdown
Raw Normal View History

# End of Month
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.
2024-09-17 13:33:21 +00:00
## Rules
1. Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month.
2. Exit the position 1-5 days later.
---