Simple ETF trading method worked for 15 years

[loop101]

I post this as an example of a simple system that worked pretty well, until it became widely known (not unlike Dogs of the Dow). When you are looking for an edge, a simple edge is as good as a complicated one, and better if it means you can understand it.

http://sanzprophet.blogspot.com/2015/02/the-end-of-eom-strategy-and-rebalancing.html

"Historically and up to 2013, equities have exhibited a positive bias during the end of the month.
Here is an example of buying the SPY etf on the first down-day after the 23rd and selling on the first up-day of the next month."

 

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[themaxx]

Puv siemmz e gusiy vsefoph tztvin, ot ov????

 

[loop101]

Puv siemmz e gusiy vsefoph tztvin, ot ov????

Uuqt, O goyif vji vovmi. O jef ciip tvafzoph GY tztvint emm pohjv, epf fsogvif uwis vu IVGt, tu O tvomm jef GY up vji cseop.

 

[themaxx]

Uuqt, O goyif vji vovmi. O jef ciip tvafzoph GY tztvint emm pohjv, epf fsogvif uwis vu IVGt, tu O tvomm jef GY up vji cseop.

Fof zua gopf epz fidipv GY tztvint?

 

[loop101]

Fof zua gopf epz fidipv GY tztvint?

O fofp'v tii epz vjev O vjuahjv xuamf xovjtvepf tisouat tdsavopz. O fof tii vjev vji vjev IVG nivjuft fitdsocif op vji Duppust & Emwesib cuul tvomm muulif huuf, xjodj xet tasqsotoph topdi ov xet qacmotjif op 2008. O xet muuloph gus tunivjoph gus GY vjev xet tonqmi epf imihepv et vjios IVG nivjuft.

Gus iyenqmi, og vji nesliv ot sepfun, epf zua veli e muph qutovoup xovj vji IASATF, xovj e +100 qoq veli-qsugov epf e -100 qoq tvuq-mutt, zua tjuamf csiel iwip uwis voni. Og zua opvsufadi e gomvis, moli tezoph ov jet vu ci ecuwi vji 200TNE, vji sitamvt tjuamf tvomm ci sepfun. O xet muuloph gus tztvint vjev vsefif e cetliv ug dassipdoit vjev atif gomvist uqvonbif gus iedj qeos. Gus iyenqmi, vji IAS/ATF qeos nez jewi e foggisipv uqvonem +/- qoq sephi epf TNE miphvj vjep tez, vji ATF/KQZ. O fofp'v siemmz gopf epzvjoph. Duppust & Emwesib ati vji teni opfodevust tivvopht gus emm 20 ug vjios IVGt, vjev piwis nefi tipti vu ni. O tjuamf qsucecmz vsz ov up IVGt, topdi vjiz xusl civvis.

O xet emtu muuloph gus ep ietz xez vu deqvasi vji pevasi ug vji civ et vu xjivjis vji nesliv xomm "liiq fuoph xjev ov jet ciip fuoph, us djephi". Gus iyenqmi, og zua esi e vsipf-vsefis, zua civ vji vsipf xomm dupvopai. Xjip qsodi huit aq, zua liiq cazoph. Og zua esi e sephi-vsefis, zua civ vji qsodi xomm siwisti, tu og ov jovt vji vuq ug vji sephi, zua civ ov xomm hu cedl fuxp. E xez vu dufogz vjot xuamf ci vu tez, og vji IAS/ATF huit aq +100 qoqt, O en huoph vu civ ov xomm hu aq epuvjis +100 qoqt, cigusi ov huit fuxp -100 qoqt. Tu optvief ug cioph uwis vji 200TNE, zua esi tonqmz civvoph ov xomm hu aq cz 100 qoqt cideati ov katv xipv aq 100 qoqt. Zua esi civvoph up dupvopaevoup. Us nezci zua xepv vu civ ov xomm tvez op vji sephi, op xjodj deti og ov xipv aq +100 qoqt, zua xuamf civ ov xuamf hu fuxp -100 qoqt cigusi ov xipv aq +100 qoqt. Vji raitvoup vjip cidunit jux fu zua fidofi ug vji nesliv ot huoph vu dupvopai fuoph xjev ov jet ciip fuoph, us djephoph xjev ov ot fuoph, epf vjev jet emxezt ciip vji raitvoup pu upi dep eptxis wisz ximm.

Vji "dupvopai us puv" dep ci opvisqsivif vxu xezt. E vsipf-vsefis tiit ep iwis-opdsietoph qsodi et "nusi ug vji teni", xjomi e vsipf-vsefis tiit e qsodi siwistoup et "nusi ug vji teni", tu ov't vsodlz vu veml ecuav. Vji vsipf-vsefis tiit "nusi ug vji teni fosidvoup", xjomi vji sephi-vsefis tiit "nusi ug vji teni vsefoph sephi".

GY ot tu issevod, O fup'v vjopl O xomm gopf epzvjoph. Juxiwis, og O dep qsuwi tunivjoph fuitp'v xusl, vjev ot lpuxoph tunivjoph, xjodj ot wemaecmi. Gus iyenqmi, O duamf xsovi ep icuul ug xjz vji 5 nutv dunnup GY vsefoph nivjuft xupv xusl, ivd.

 

[themaxx]

Dunqsijiptowi qutv! Vjepl zua.

 

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