SPY Swing Trading Strategy
Trend-following plus mean-reversion for the S&P 500 ETF. Written in 2016 — still trading live.
- ✓ EasyLanguage source code (.ELD)
- ✓ TradeStation workspace (.TSW)
- ✓ Quick start guide
- ✓ Back-test report
- ✓ Lifetime updates — free
- ✓ Q&A access with Kurt
A full back-test report — profit factor, net profit, drawdown, win rate and trade statistics, with modeled commissions & slippage — is included with your purchase. Hypothetical results have inherent limitations; past performance is not necessarily indicative of future results.
The logic behind the edge.
SPY Swing Trading pairs two durable market forces — trend-following and mean-reversion — into one adaptive system for the S&P 500 ETF. It first confirms the macro trend in SPY, then waits for price to stretch well beyond its short-term range before entering long or short in the trend direction, closing the trade as price reverts toward its average. Volatility-based position sizing scales exposure to current conditions, and a user-adjustable stop-loss caps risk on every trade. Written in 2016 and live-traded since, with no re-optimization.
- Confirms SPY is in a sustained uptrend or downtrend (the trend filter).
- Enters long or short when price pushes past a volatility-based threshold away from its short-term range.
- Exits as price reverts to its average; a user-adjustable, volatility-based stop caps risk on every trade.
Every strategy in the RelaxedTrader store is back-tested across a minimum of 10 years of historical market data, with estimated commissions and slippage, before a line of code is sold. If it doesn't hold up under rigorous testing, it doesn't make it to the store.
You receive the complete, fully-annotated EasyLanguage source code — no black boxes, no compiled files. You can read every line, understand every decision, and modify it as your knowledge grows.
New to this approach? Read the full breakdown in our Trading School: SPY Swing Trading: Trend-Following Meets Mean Reversion →
What you get with every purchase.
Own the code. Trade the edge.
One-time purchase. Instant download. Full source code yours forever — including all future updates at no charge.
Get a complete SPY swing strategy,
free.
The 3-Line SPY system — full rules, the EasyLanguage code, and a fully disclaimed multi-decade back-test. Plus strategy write-ups and a monthly note on how Slugger and Switch-Hitter are performing.