#ATRAnalysis
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quantifiedstrategies · 7 months ago
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S&P 500 OVERNIGHT TRADING STRATEGY BREAKDOWN
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This strategy leverages ATR, high-low bands, and IBS ratios to time SPY trades. Tested since 2005, it achieved a 51.3% P/L with 175 wins out of 273 trades, averaging 0.188% per trade.
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