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End of Month Strategy in S&P 500 – Update | Quantified Strategies
http://www.quantifiedstrategies.com/end-of-month-strategy-in-sp-500-update
Quantitative analysis, research and trading strategies in the financial markets in all time frames. E & p. Raquo; End of Month Strategy in S&P 500 – Update. End of Month Strategy in S&P 500 – Update. January 15, 2015. Posted by Oddmund Grotte. In July 2012 I published a strategy about an end of month strategy in S&P 500. Here are the criterias:. Entry: Day 29, 30 or 31 of the month must be negative. Then enter on close. Exit: Two successive positive closes in a row, OR SPY hits a 1% target. (no stops).
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