1.5 KiB
1.5 KiB
End of Month
This strategy was taken from chapter 11 of Short Term Trading Strategies That Work (2008) by Larry Connors.
Rules
- Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month.
- 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
DIA
IWM
XLE
