3 Beginner Strategies In SPY and ES (ETF and Futures) – (CFD Trading Strategy Bundles)

We have put together a “strategy pack” (bundle) of 3 strategies in S&P 500 (SPY or ES). The bundle consists of three strategies that we believe complement each other (charts and data updated per January 2023).

BUY NOW

The bundle comes with trading rules in plain English and code for Amibroker and TradeStation/EasyLanguage (we also have it in TradingView/Pine Script but we provide no guarantees that it works properly).

The strategies are long-only due to the nature of the index.

SPY ES trading strategies

 

  • Strategy 1 is new and has never been published on the website before
  • Strategy 2 is a modified version of the monthly trading edge of February 2022
  • Strategy 3 is a modified candlestick pattern.

Please read this before you buy:

  • We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
  • Ask us if you are unsure: support at quantifiedstrategies dot com.

Please check out our other Strategy Bundles.

Here are the details about each strategy plus all strategies combined:

Strategy 1

Strategy and performance metrics:

  • #trades: 228
  • Average gain per trade: 0.7%
  • CAGR: 5.1%
  • Time spent in the market: 10%
  • Max drawdown: 16%
  • Risk-adjusted CAGR: 47%
  • Win rate: 73%
  • Max consecutive losers: 3
  • Max consecutive winners: 18
  • Profit factor: 3.1

Strategy 2

Strategy and performance metrics:

  • #trades: 133
  • Average gain per trade: 0.45%
  • CAGR: 2.4%
  • Max drawdown: 13%
  • Risk-adjusted CAGR: 40%
  • Time spent in the market: 6%
  • Win rate: 64%
  • Max consecutive losers: 3
  • Max consecutive winners: 8
  • Profit factor: 2.6

Strategy 3

 

Strategy and performance metrics:

  • #trades: 309
  • Average gain per trade: 0.8%
  • CAGR: 8.8%
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 59%
  • Time spent in the market: 15%
  • Win rate: 77%
  • Max consecutive losers: 2
  • Max consecutive winners: 24
  • Profit factor: 2.6

All 3 strategies combined

 

Strategy and performance metrics:

  • #trades: 564
  • Average gain per trade: 0.7%
  • CAGR: 12.2% (unleveraged)
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 50%
  • Time spent in the market: 25%
  • Win rate: 72%
  • Max consecutive losers: 3
  • Max consecutive winners: 13
  • Profit factor: 2.7

The annual returns are like these: