Sell in May, Buy in October : it works!

Sell in May, Buy in October : it works!

Hi all !

We will check the well-known adage traded “Sell in May , Buy in October .”

So I decided to code the strategy and check on various indices.

You will be surprised at the results!

For example, the CAC40 : from 31/12/1987 to 21/08/2015 (my backtest data when I had realized the test) we have 70% winning trades, with higher earnings than average losses and a profit factor of 3.69.

And if you separate long and short positions, positions “long” only give 88.89 % success rate, with a profit factor of 5.03 !

You can check the strategy is clearly winning over as many indexes : DAX30, FTSE, S&P500, NIKKEI, NASDAQ Composite, Dow Jones.

So I give you the code of the backtest (excerpt from one of my e-books), you can test and verify for yourself.

Best Regards,

Marc (from France)

 

 

Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

Find other exclusive trading pro-tools on ProRealCode Marketplace

PRC is also on YouTube, subscribe to our channel for exclusive content and tutorials

avatar
03/21/2016

68 posts • 319 Followers
avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
avatar
Stenozar Buongiorno, qualcuno sta utilizzando in reale questa strategia? con quali risultati? Grazie!
avatar
reb Hi Stenozar Sorry in the library, could you use english pls ? I don't use this strategy  l...
avatar
Stenozar Thanks Reb; do you suggest any other strategy on Brent? thanks
avatar
Dymjohn Thanks for the comment grizzly, I like the look of your position sizing coding but won't use...
avatar
Elsborgtrading Hi John, and nice to see you took the Ichimoku a step further:-) One thing though, I think t...
avatar
swede_trader It doesn't generate anything for me. And I can't debug it, any tips?
avatar
MikeGC I don't know if you have used the variables a and b to optimise the parameters for the Super...
avatar
gianpiero75 I have not optimized, I multiplied the parameters for 6 (5,8), to use them on the 4  hoursTF...
avatar
bertrandpinoy bonjour Mike j utilise TrendChaser V2.0 et quand il prend position cela ne programme pas le ...
avatar
Nicolas Thank you for contribution. Please consider that advertising is tolerate as long as you cont...
avatar
triss1965@gmail.com  Hi, I cant make it work. And if you doing so much money. Why do you have to sell it? It don...
avatar
T-rader Eva... He dosen´t sell anything. He is just a nice guy that want to share on of his strategy...
avatar
DerPat I am also interested in your forward testing, as backtesting results are useless.
avatar
Elsborgtrading I agree, but since we don't have any SL or TP at all, or any Profit on zero candle, I think ...
avatar
ALEALE Dear Mr. Brymas ,could you test the optimazed strategy of Elsbortrading below for 1 year ?Th...
avatar
Naren Yanan what is    diplus  diminus  please
avatar
Barney Has anyone tested this algon now when PRT 10.3 was released?
avatar
Yngve does anyone know if the issue with the TP/SL is resolved ?
avatar
JakeDB Answered my own question....Sorry about this question. 5 positions, take profit at 15, loss ...
avatar
maxxb sto facendo girare in demo questa strategia modificata a 10 minuti con stop e profit ottimiz...
avatar
Manuel9z Hello, this strategy improves with the SL 30 and the TP 10. I have done backtesting and it w...
avatar
zilliq The reasons why I think it's time consuming and we loose time to try to do backests and Auto...
avatar
filiprb Hello Zilliq, You don't need a system to produce a walk forward test. You can easily create...
avatar
Philip Raphael It is incredible! Thanks for sharing, Doctrading!
avatar
Doctrading Hello, As I said, I didn't use spread for the screenshot as I don't trade Gold and I don't ...
avatar
smurfy Hi, I had been losing on gold and after I manually go through the 5min chart using IG and w...
avatar
eiffel Hi Smurfy, hope you are still there... I would like to help you to write and test the code.
avatar
Reiner
9 years ago
Pathfinder DAX 4H
Pathfinder DAX 4H
#breakout #DAX #seasonality
192
Strategies
avatar
Nicolas You should join and read the forum thread about this strategy. There are plenty of different...
avatar
Reiner Hi djtaktik and welcome, I have answered your question in the related Pathfinder forum beca...
avatar
danver34 is this version the definitive one or from the original one have there been modifications to...
avatar
Wilko This code is the work of a simple genius! Profitability lies in simplicity and repetition.
avatar
Nicolas Good joke. FYI, you'll find many identified recurring patterns there: http://paststat.com G...
avatar
Yngve i added a MA as a filter, that improved the equity curve quit nice actually
avatar
miguel33 Grazie filippo. sto facendo dei backtest per valutare meglio in diverse situazioni. se tro...
avatar
DerPat Hello, If you google, you will find a lot of articles and block posts that clearly show expe...
avatar
jens_kittner I would like to inform you that these strategies tested till today (03.05.2019) generates en...
avatar
Reiner
9 years ago
Open Range Breakout DAX 5/15M
Open Range Breakout DAX 5/15M
#DAX #ORB
27
Strategies
avatar
Nicolas Overfit on past history obviously. But it doesn't mean that it would still underperformed in...
avatar
Francesco78 Thank you for the clarifications Nicolas, I am more aware of the meaning of the backtesting ...
avatar
CanAny1Trade Hi all, could a simple indicator be made to mark the traditional Pit based ORB? I'm tryi...
avatar
calefrago Salve, ho scaricato la strategia e ho provato a fare un test ma come risultato da 0, devo c...
avatar
pippo999 Someone still using this strategy? Are there any results available?
avatar
Valer Rob Andrea, are you still using expert advisor?
avatar
Doctrading Hello,  The strategy should be improved, no doubt. But it was just one of my ideas, which h...
avatar
ALEALE Yes Nicolas is very difficult, macro economic data can destroy any work!!  
avatar
styrke depends which.. I personally think that it's much more easier to trade on XBTUSD, try to co...
avatar
Yannick Thanks for sharing. This strategy is flat for 11 years and winning afterwards. Don't you thi...
avatar
Doctrading Hello, As I usually say, strategies are exposed to be improved :) So yes, I think there mu...
avatar
Fabio Anthony Terrenzio this strategy works only in a well defined trend
avatar
brosly Good afternoon I am trying to get the complete code of lex strategy made by adolfo since I s...
avatar
dreif123 hi Adolfo, is Alex Auto Trading Botindex working on DAX as well ? if so , can you post the...
avatar
GraHal Ooops got that excited I sent that last one twice! ha (and can't delete it, sorry) I got it...
avatar
Eric n = 3  dont forget to allow 3 contract in proorder
avatar
UkCoopDownUnder Tried EURUSD GMT and GMT -1, as far back as I can go, Nov 2018 on 15mn Tf, 22% loss
avatar
GraHal Hi Pascal There's lots not clear to me! :) Are you referring to C1 = PARABOLIC>HIGH //R...
avatar
volpiemanuele hi, can I have the latest full code of this strategy ? Thansk
avatar
Steve Hey Grizzly, I know this probably doesn't belong to this post, however, don't know how else ...

Top