Strategies / Pattern / Winter Season Long

Winter Season Long

The strategy holds a long position when the calendar month is 11 or later, or 4 or earlier, and sells to close it in the other months. Entries and exits depend only on the calendar, not on price.

PatternLong onlySwingSilverDaily

2.95Profit factor

36,140Net profit USD

51.11%Win rate

45Trades

-10,367Max drawdown

803Avg trade

Best run of 4. Silver, Daily, spread 4, from run pf:2026-10-10-SILVER-D.tsv:4.

Entry rules, long

Exit rules

Sell to close the long when the calendar month is between 5 and 10 inclusive.

Test conditions

Period	Up to 2026-10-10
Instrument	Silver, Daily
Spread	4 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	Daily	2.95	45	51.11	36,140 USD	-10,367
Gold	Daily	2.45	52	61.54	19,958 EUR	-15,516
Brent Crude	Daily	2.29	19	52.63	17,913 EUR	-8,081
US Crude Oil	Daily	1.60	44	52.27	20,339 EUR	-11,942

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Winter Season Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

16 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses2 points

The best run has only 45 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Winter Season Long in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 4 market and timeframe combinations. The best run was Silver, Daily, with a profit factor of 2.95 over 45 trades.

How large was the drawdown?

The best run had a maximum drawdown of 10,367 USD at the tested position size, against a net result of 36,140 USD.

Does it trade long, short or both?

It only takes long trades.

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades