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First-to-Last Day of Month

Buy the first session of each month, sell the last — a pure calendar-seasonality test.

Across 59 ETFs (2021-01-04 → 2026-07-17): median CAGR 6.2%, median max drawdown 36.7%, and it beat buy-and-hold of the same ETF in 13 of 59 cases (22%). Same rules, same engine, every ETF.

The rules

  1. WHEN the first session of the month opens · IF not invested · THEN buy with 98% of the sleeve (once per month)
  2. WHEN the last session of the month opens · IF invested · THEN sell the whole position

No indicators at all: this template is a clean experiment on the turn-of-the-month effect, holding only from each month's first open to its last. Whatever it earns or loses is attributable to calendar seasonality alone, which makes it one of the most instructive templates to compare against buy-and-hold on the same page.

Good for: understanding how much of an asset's return accrues inside the month versus across month boundaries.
Watch out: this is a research template more than an edge: it holds ~95% of all sessions, so results usually shadow buy-and-hold minus the boundary days.

Run monthly cycle yourself — free →

Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.

Results on every ETF

ETFCAGRbuy & holdmax DDSharpetradeswin rate
TECL 27.3% 31.9% −78.0% 0.7167 51%
SOXX 25.3% 29.6% −44.4% 0.8267 61%
SOXL 22.5% 30.2% −90.2% 0.7367 55%
ROM 21.3% 26.1% −69.4% 0.6567 55%
FAS 20.1% 22.9% −66.7% 0.6367 57%
SPUU 18.9% 22.0% −44.2% 0.7367 64%
XLK 18.1% 20.2% −32.1% 0.8367 63%
SSO 18.0% 21.5% −44.0% 0.7067 64%
CLSE 17.6% 20.1% −17.4% 1.2854 61%
QLD 17.4% 21.6% −65.0% 0.6067 60%
TQQQ 16.7% 22.3% −82.5% 0.5867 58%
IOO 15.4% 16.4% −21.1% 0.9967 67%
QQQM 13.5% 15.8% −36.7% 0.7267 60%
QQQ 13.4% 15.8% −36.1% 0.7167 60%
VOOG 12.8% 14.9% −33.9% 0.7267 63%
XLF 12.7% 14.1% −23.4% 0.7867 58%
VOO 12.4% 14.3% −22.4% 0.8467 67%
VTV 12.3% 13.9% −15.3% 0.9867 66%
SPY 12.2% 14.4% −22.4% 0.8467 67%
VV 12.1% 13.9% −23.7% 0.8167 66%
VOOV 11.5% 13.2% −17.8% 0.8967 66%
IAU 10.9% 13.6% −26.3% 0.7167 54%
TBF 10.9% 11.0% −17.6% 0.7967 58%
CTA 9.5% 7.2% −21.1% 0.6753 62%
ALTY 8.1% 8.7% −18.4% 0.8467 66%
KMLM 8.0% 6.0% −24.0% 0.6564 58%
QQQE 7.3% 9.4% −29.1% 0.4767 60%
IWM 7.0% 8.5% −36.9% 0.4467 57%
XLP 6.8% 7.0% −13.5% 0.6067 55%
VOX 6.2% 9.2% −46.2% 0.4267 61%
USDU 5.5% 5.1% −7.6% 0.8767 51%
RINF 5.0% 6.6% −14.9% 0.4867 55%
XLY 5.0% 7.3% −43.8% 0.3467 54%
QAI 3.1% 3.9% −16.1% 0.4967 52%
SGOV 3.0% 3.2% −0.1% 12.5867 87%
EEM 1.2% 5.6% −44.4% 0.1767 52%
IGIB 0.3% 0.9% −20.9% 0.0867 58%
FXE −0.2% −0.7% −22.5% 0.0367 52%
IEI −0.5% 0.0% −14.9% -0.0967 52%
AGG −0.5% −0.3% −18.9% -0.0767 54%
BND −0.5% −0.3% −19.0% -0.0767 54%
UDN −0.6% −1.0% −22.6% -0.0567 51%
IEF −2.2% −1.6% −24.7% -0.2867 48%
EEV −5.2% −14.5% −72.1% 0.0467 45%
TLT −7.4% −7.3% −46.2% -0.4767 43%
UST −7.7% −7.3% −47.7% -0.5067 48%
SPDN −8.5% −9.7% −41.5% -0.4967 36%
SH −8.7% −9.9% −42.3% -0.5267 36%
VXZ −11.5% −13.9% −59.1% -0.3267 46%
PSQ −11.8% −13.2% −59.8% -0.4967 37%
VIXM −13.8% −14.9% −63.3% -0.3867 45%
SDS −20.3% −22.1% −73.8% -0.5867 33%
QID −27.0% −28.9% −87.2% -0.5367 34%
TMF −30.8% −30.7% −89.2% -0.6567 40%
REW −34.1% −33.6% −92.5% -0.6167 33%
SQQQ −40.3% −30.9% −95.8% -0.5467 33%
TECS −45.5% −21.8% −97.6% -0.7067 33%
SOXS −50.5% −30.5% −98.8% -0.7029 28%
UVXY −55.5% −38.0% −99.0% -0.6662 37%

Frequently asked questions

What is the monthly cycle strategy?

Buy the first session of each month, sell the last — a pure calendar-seasonality test. No indicators at all: this template is a clean experiment on the turn-of-the-month effect, holding only from each month's first open to its last. Whatever it earns or loses is attributable to calendar seasonality alone, which makes it one of the most instructive templates to compare against buy-and-hold on the same page.

Does monthly cycle beat buy-and-hold?

Across 59 ETFs backtested 2021-01-04–2026-07-17, it beat same-ETF buy-and-hold on 13 of 59 (22%). Median CAGR was 6.2% with a median max drawdown of 36.7%. Per-ETF results vary widely — see the table.

Is the turn-of-the-month effect real?

It has appeared in long historical studies, but it's regime-dependent and small. These pages let you check the recent five and a half years per ETF instead of trusting a decades-old average.

Compare with other strategies

monthly cycle vs RSI mean reversionhead-to-head on 59 ETFsmonthly cycle vs RSI(2) snapbackhead-to-head on 59 ETFsmonthly cycle vs golden crosshead-to-head on 59 ETFsmonthly cycle vs SMA 10/50 trendhead-to-head on 59 ETFsmonthly cycle vs EMA 12/26 trendhead-to-head on 59 ETFsmonthly cycle vs 200-day regime filterhead-to-head on 59 ETFs

Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.