End Of Month Pattern Strategy
Discover the End Of Month Pattern Strategy: buy stocks or indexes before month-end, sell early next month. Backtested on daily charts across 30+ global markets.
Published · Updated · Methodology: Technical Indicators
- Methodology: Technical Indicators
- Content type: strategy
- Timeframes: Daily
- Markets: Stocks, Indexes, Futures (S&P 400 midcap, S&P 500, NASDAQ, Dow Jones, Russell 2000), Sector ETFs, Index ETFs, Globally (more than 30 markets)
Source video
Decoded from: The BEST simple trading strategy for beginners! by Ali Casey | StatOasis — watch the original
Key timestamps:
- 0:30 - End of month pattern explanation
- 0:45 - Entry and exit timing
- 1:00 - Applicability across markets
- 1:50 - Trading day vs. calendar day distinction
- 2:30 - Portfolio construction
- 3:00 - Futures backtest results
- 4:30 - Stocks backtest results
- 6:30 - ETFs backtest results
Strategy overview
The end-of-month effect — often called the turn-of-the-month pattern — is the long-observed tendency for markets to behave differently in the final trading days of one month and the first of the next. This entry decodes "The BEST simple trading strategy for beginners!" by Ali Casey on the StatOasis channel, which pitches the pattern as an on-ramp for newer systematic traders precisely because it uses no indicators and needs only a calendar to define when to be in the market.
What sets this version apart is where the video spends its time. Rather than leaving "end of month" as a loose idea, it draws a sharp line between counting by trading days and counting by calendar days — a distinction that changes exactly which sessions the setup is active in. From there it looks at how the same calendar logic can be applied across different markets, and how a timing rule like this might sit inside a broader portfolio rather than being traded in isolation.
The source also walks through a futures backtest of the idea; the specifics of that test belong to the video itself. Because the strategy is defined purely by timing rather than by indicators, its edge — if any — lives entirely in the details of when you enter and exit and on which instruments, which is exactly why the trading-day-versus-calendar-day question the video raises matters so much. Use the source video as your reference and test any version on historical data before risking capital.
Topics
end of month strategy · trading strategy · pine script · stock trading strategy · index trading strategy · daily timeframe strategy · futures trading strategy · etf trading strategy · momentum strategy · seasonal trading · algorithmic trading · technical indicators · swing trading
Frequently asked questions
What is the end-of-month trading pattern?
It's a calendar-based tendency — sometimes called the turn-of-the-month effect — where markets show different behavior around the last trading days of a month and the first of the next. It uses no indicators; the reference for entry and exit is the date itself.
What is the trading-day versus calendar-day distinction in this strategy?
The video stresses that "end of month" can be counted two ways — by calendar date or by the number of trading sessions — and that this choice determines exactly which days the strategy is active. The source explains how it defines the timing.
Does the end-of-month pattern work across different markets?
The video discusses applying the same calendar logic to more than one market and demonstrates the idea with a futures backtest, but whether the pattern holds depends on the instrument and period tested. Treat it as a starting hypothesis, not a guarantee.
How can I test the end-of-month strategy before trading it?
Backtest it on historical daily data for the specific markets you care about. Strategy Decoder extracts the structure of strategies like this one from video sources so you can evaluate and test them on TradingView.
About this strategy page
This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.
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