Published
Aug 7, 2025
1y ago
Total Downloads
747
747
Install
dotnet add package StockSharp.Strategies.0406_Turn_Of_Month --version 5.0.0
No framework information available.
README
Turn Of Month (C# Version)
This seasonal pattern buys equity indices a few days before month‑end and exits shortly after the new month begins, aiming to capture the "turn‑of‑the‑month" effect.
The system stays in cash outside of this window to reduce exposure.
Details
- Data: Daily index levels.
- Entry: Buy N days before month end.
- Exit: Sell M days after month start.
- Instruments: Equity index futures or ETFs.
- Risk: Flat outside scheduled window.
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