$SPY Volume Reverter Strat + Time to buy?

Systematic strategy on an S&P 500 ETF with only 1 down year out of 21 and a 41.1% Exposure-Adjusted Return

Author

Andrew @ Grail Wealth
April 21, 2025

New $SPY ( ▲ 0.72% ) strat posted - this strategy has demonstrated remarkable performance over two decades, boasting only 1 down year out of 21 and a 41.1% Exposure-Adjusted Return.

This will be our last standalone strategy before we craft our first version of the Holy Grail portfolio!

We’re in the home stretch - just a few more strats to share before we combine them to form our Holy Grail strategy.

SPY Strategies Revealed Thus Far

Interesting stuff I watched/read this week

We are now in a tariff-induced bear market. We’ve been told to “buy when there’s blood on the street” and to “be greedy when others are fearful”…

But it’s not so easy to buy when we are staring at a likely global recession in the second half of 2025 and there’s still so much uncertainty (what will Trump do tomorrow?).

Hence, while Buffett’s advice is simple and obvious in hindsight, it is ridiculously hard to do in the moment. And that’s where the market-beating return comes from - it’s a behavioral edge (i.e. you get a higher return because you can do what others cannot).

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