Seasonal · Turn-of-the-month seasonality
US500 Turn-of-Month · 1D
Turn-of-the-month seasonality on US500 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+6.9%Backtest
Max drawdown−0.3%Volatility 2.1%
Sharpe3.14Trades 3
Since go-live−0.04% Live
Outside the System since Oct 5, 09:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+6.9%
Max drawdown−0.3%
Sharpe3.14
Trades3
Winning trades100%
Time in market18%
Backtest on real historical prices from Jun 10, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Long from 2 calendar day(s) before month end until day 3 of the new month; flat otherwise.
- Long-only: short signals mean the position is flat.
- Position size targets 5% annualised volatility (risk level 1/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.3 | 0.2 | 1.4 | 0.0 | 0.2 | 2.1% |