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All hypotheses

Hypotheses

Turn-of-the-Month Seasonal Long Overlay on SPY + QQQ (USEQ, Daily Bars, Own each ETF Only During the [-1,+3] Month-End Window Above its 200-Day Trend, Flat in T-Bill Otherwise, Commission-Free, 3-Parameter)

Turn-of-the-Month Seasonal Long Overlay on SPY + QQQ (USEQ, Daily Bars, Own each ETF Only During the [-1,+3] Month-End Window Above its 200-Day Trend, Flat in T-Bill Otherwise, Commission-Free, 3-Parameter)

Backtest and paper results are hypothetical. Trading involves risk of loss.