ninjatrader/strategies/end-of-month

End of Month

This strategy was taken from chapter 11 of 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

QQQ

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