SPY Trading Strategy

This strategy based on last day analysis of SPY ETF. The algorithm tries to detect optimal moment to buy using leverage. On other days follows the market. The characteristics are:

  • long-only trades;
  • capital scalability;
  • leverage used when profit potential is high;
  • returns reinvested.

The algorithm strongly outperforms the market over 14 years and able to operate within wide range of initial capital. Commission and slippage included. This strategy had a low drawdown even in crisis of 2007-2009 years.


Initial capital = $10 000 000 (high-risk mode) project name
Initial capital = $10 000 00 (low-risk mode) project name