Seasonal · Turn-of-the-month seasonality
US Stocks Basket (4) Turn-of-Month · 1D
Turn-of-the-month seasonality on AAPL, MSFT, NVDA, AMZN CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+2.9%Backtest
Max drawdown−0.5%Volatility 3.2%
Sharpe4.18Trades 8
Since go-live—market closed
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+2.9%
Max drawdown−0.5%
Sharpe4.18
Trades8
Winning trades63%
Time in market18%
Backtest on real historical prices from Jul 16, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Long from 2 calendar day(s) before month end until day 3 of the new month; flat otherwise.
- Long-only: short signals mean the position is flat.
- Position size targets 12% annualised volatility (risk level 3/5), capped at 1:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.6 | 1.5 | 0.6 | 0.2 | 2.9% |