---
title: A Profitable Day Trading Strategy For The U.S. Equity Market
url: https://www.ml-quant.com/papers/ssrn/4729284/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4729284
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4729284
featured: 2024-02-21
citations: 3
topic: Trading, Microstructure & Execution
---


# A Profitable Day Trading Strategy For The U.S. Equity Market

Research indicates that day trading, particularly on Stocks in Play, can provide a steady income, with a top 20 Stocks in Play portfolio achieving over 1600 net performance and a Sharpe ratio of 2.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4729284
- Identifier: SSRN 4729284
- Released: 2024-02-16
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): 3
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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