Buy & Hold of SPY or any Other Index/ETF on Profitable Months

This trading system consists of purchasing S&P 500 or any other market index on some particular months that are known to be profitable (average over long periods).
The strategy enters S&P 500 on March, April, October, November and December. It buys the first day of these months and exits the position the last day of the month.
Make sure you have already downloaded historical data for S&P 500 (Ticker: ^GSPC) before backtesting the trading system.

You can optimize this trading system by testing it with different market indices. The idea consists of adding many indices or ETFs to the trading system then using the "SymbolIndex" function to trade each index separately. More information about this technique can be found here: How to Backtest Each Stock or Asset Individually.

Here are the lines to be added to the strategy formula:
Optimize("sindex", 0, SymbolIndex(name(), -1), 1);
buy = buy and SymbolIndex(name(), sindex);

Make sure you create the file that contains the ticker symbol of the different indices and/or ETFs.

To add the symbol name to the report table, add the money management script described here.

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