From 93b95ed4e582cdf0c82dcd6aa3c07940be629de1 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Tue, 17 Sep 2024 06:33:21 -0700 Subject: [PATCH] Add rules for End of Month strategy --- strategies/end-of-month/README.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/strategies/end-of-month/README.md b/strategies/end-of-month/README.md index 366aef5..f4ccd08 100644 --- a/strategies/end-of-month/README.md +++ b/strategies/end-of-month/README.md @@ -2,4 +2,9 @@ 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 position 1-5 days later. + --- \ No newline at end of file