Night Edge in SPY

This night edge in SPY is incredibly simple, but still has managed to work incredibly well for more than 20 years! 

Edge Details

Market:

S&P 500

Security:

SPY/ES

Access Level:

Gold

Profit Factor: 2.65

Avg. Trade: $24

Win Percent: 65%

Trades: 270

Units: 100

A Closer Look

I cannot stress enough how impressive this edge is! The logic is incredibly simple, and still, it creates this beautiful equity graph! You seldom see a logic as simple as this one working this well, without any filters applied!

Actually, the edge is so simple that I won´t go into what it consists of, out of fear of revealing the logic. 

 

 

SPY Night Strategy

SPY Night Strategy

Logic