Pick one calendar rule and see its history against holding the same symbol for the same number of sessions, year by year, through the research cutoff. The figures come from the same evaluator as the Scan. Returns are gross: your round-trip cost is yours to apply.
Every month, at the open, counted in sessions from the month’s last session, so a month ending on a Friday and one ending on a Tuesday are the same trade.
Try: SPY, The turn of the month · SPY, The last session of the month