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

# 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.

## Rules

1. Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month.
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)

## 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)

### 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)

## 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)

## 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)

## 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)

## 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)

---