Jump to content

Turn Of The Month Trading Strategy. Has anyone tried it?

Recommended Posts

Turn Of The Month Trading Strategy (2023 Update)

The TOM Strategy is a well-documented strategy for trading indices such as the S&P 500 & FTSE 100. The idea is simply that the markets make greater than average positive moves from the last part of the month to the early part of the next month.

A common rule is go long at the close on the 5th last trading day (T-4) & sell at the close of the 3rd (T+3).

Many tests have been done over the years and it has be shown to give a positive return, often more favourable than a buy and hold strategy.

See our full write up and analysis. Including our test on 2022 data,


Has anyone tried it? Let me know how you got on if so. 

Link to comment

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
  • Create New...