Long & Short Seasonal Swing Strategy – Long-Term Treasuries (TLT) (#25) Momentum Trading Strategy Also performs well on SPY

Also performs well on SPY and IWM

A backtested short-term swing trading strategy built on Bollinger Bands – designed to capture volatility compression and expansion on the SPY ETF tracking the S&P 500

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This was our Monthly Trading Edge for September 2023

Long & Short Seasonal Swing Strategy – Long-Term Treasuries (TLT) (#25) Momentum Trading Strategy Also performs well on SPYA backtested strategy combining both long and short seasonal setups. Entries occur at the close, with exits after a few days. Built for TLT the ETF tracking long term U. S. Treasury bonds. 416 trades 0. 42% average gain per trade 62% win rate Profit factor: 1. 7 9. 3% annual return (CAGR) 37% market exposure Risk adjusted return: 25% Max drawdown: 18% Youll get the full trading rules ready to test and validate. Some example code for popular platforms