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Add rules for End of Month strategy

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moshferatu 2024-09-17 06:33:21 -07:00
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strategies/end-of-month/README.md
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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. 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.
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