Turn of the Month Strategy

Explore the Turn of the Month strategy for S&P 500: go long near month-end and exit early next month. Backtested to potentially outperform buy-and-hold.

Published · Updated · Methodology: Technical Indicators

  • Methodology: Technical Indicators
  • Content type: strategy
  • Timeframes: Daily (implied by 'trading day')
  • Markets: S&P 500

Source video

Decoded from: End of Month Trading Strategy Beats Buy and Hold by Quantified Strategies — watch the original

Key timestamps:

  • 0:00 - Introduction to the strategy
  • 0:00 - Entry rule: 'buy on the fifth last trading day of the month'
  • 0:00 - Exit rule: 'sells on the third trading day of the new month'

Topics

turn of the month strategy · seasonal trading strategy · s&p 500 trading strategy · end of month strategy · trading strategy · daily trading strategy · market seasonality · long position strategy · time-based strategy · stocks trading strategy

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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