# Aggregate strategy:
# 1. SPY ToM:
# SPY is bought at the last trading day of the month (15 minutes before market close) if 20 day past momentum is positive
# Trade is held 2 trading days (sold 2nd trading day of the new month, 15 minutes before market close).
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# 2. SPY FED day:
# SPY is bought at the day before the FED day (15 minutes before market close) and is sold at 12.00 EST time on the FED day.
Hash code: e6b4e8c7b856a5d658bc8448e725e7b3
Backtest SPY ToM:
Backtest SPY FED:
Backtest aggregate:
Live implementation: