Bearish night on SPY…
Seasonality is neutral this night. But February historically has been a bad month for stocks. So I backtested a night with the close at a 200 days high on February on SPY. Here’s the numbers:
NT | %W | PF | AW | AL | MAX | MIN |
68 | 41,18 | 0,47 | 0,15 | -0,23 | 0,57 | -1,05 |