Does your trading pass the seasonality test?

2021년 4월 22일

Are you consistently beating the standard "Buy and Hold" benchmark?

Check your performance against the next most common strategy:
Buy at the start of the holiday season and close in the new year.

By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade.
Commission is set to be 0.5% of each trade.

You can tweak the direction of trades by adjusting the first setting.
Tweak the holding period by changing the Entry and Exit months.

Red plot: Balance of account
Orange plot: Equity of account