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)

---
Initial commit of End of Month strategy documentation 2024-09-17 13:24:50 +00:00			`# End of Month`

Add description to End of Month strategy documentation 2024-09-17 13:28:34 +00:00			`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.`

Add rules for End of Month strategy 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.`
Add parameters to End of Month strategy documentation 2024-09-17 13:35:49 +00:00			`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)`
Add rules for End of Month strategy 2024-09-17 13:33:21 +00:00
Add SPY backtest results for End of Month strategy 2024-09-17 13:46:34 +00:00			`## 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)`

Add QQQ backtest results for End of Month strategy 2024-09-17 13:50:49 +00:00			`### 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)`

Add DIA backtest results for End of Month strategy 2024-09-17 13:54:26 +00:00			`## 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)`

Add IWM backtest results for End of Month strategy 2024-09-17 15:30:07 +00:00			`## 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)`

Initial commit of End of Month strategy documentation 2024-09-17 13:24:50 +00:00			`---`