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I backtested the strategy since 1950 using the S&P 500 data from yahoo finance as a proxy for SPY. The strategy had an CAGR of 11% vs buy & hold 7%. Max drawdown was also much lower (-40% vs -57%). I ignored bid-ask spread and transaction costs, but I think the dividends that the yahoo finance...

The Goonier: Per IB's website: Good After Time (GAT) Orders will be canceled automatically under the following condition: At the end of business on the last day of the following calendar quarter. It's nice thought, but it's far from a perfect solution, especially since I have to keep...

I would like to execute a very simple strategy with an automated program, which will trade for me without me having to be remember to physically do it 4 times a month: Buy ticker SPY on the 27th of every month (on open) and sell it on the 5th (on close) , then buy it again on the 12th (on...