few First Trading Day of the Month $SPY trading setups triggered on 31-Oct-2013

$SPY on First Trading Day of the Month

image courtesy : http://www.yesplusme.com/post.php?id=275

collection from the {free to download }Anatomy of $SPY on First Trading Day of the Month : e-book 

1) $SPY close is above 200-DMA during the previous trading day, backtest summary since 2000.

  • Winners : 78
  • Losers : 33
  • % Winners : 70%
  • Average Change % : 0.39
  • Median Change % : 0.50
  • Maximum Gain % : 2.57
  • Maximum Loss % : -2.51
  • Average Gain %if Winner : 0.88
  • Average Loss % if Loser : -0.75
  • Average Gain % / Average Loss % : 1.18
  • Average Absolute Change% : 0.84
  • Profit Factor : 2.66

2) $SPY close is above 50-DMA , during the previous trading day, backtest summary since 2000.

  • Winners : 67
  • Losers : 32
  • % Winners : 68%
  • Average Change % : 0.40
  • Median Change % : 0.43
  • Maximum Gain % : 3.01
  • Maximum Loss % : -2.79
  • Average Gain %if Winner : 0.96
  • Average Loss % if Loser : -0.78
  • Average Gain % / Average Loss % : 1.24
  • Average Absolute Change% : 0.90
  • Profit Factor : 2.43

3) $SPY is up during the previous month , first trading day backtest summary since 2000.

  • Winners : 65
  • Losers : 30
  • % Winners : 68%
  • Average Change % : 0.38
  • Median Change % : 0.43
  • Maximum Gain % : 3.01
  • Maximum Loss % : -3.81
  • Average Gain %if Winner : 0.96
  • Average Loss % if Loser : -0.86
  • Average Gain % / Average Loss % : 1.11
  • Average Absolute Change% : 0.93
  • Profit Factor : 2.35

4) first trading day of the month is Friday backtest summary since 2000.

  • Winners : 16
  • Losers : 8
  • % Winners : 67%
  • Average Change % : 0.49
  • Median Change % : 0.42
  • Maximum Gain % : 3.01
  • Maximum Loss % : -2.51
  • Average Gain %if Winner : 1.06
  • Average Loss % if Loser : -0.65
  • Average Gain % / Average Loss % : 1.64
  • Average Absolute Change% : 0.94
  • Profit Factor : 2.97

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