ninjatrader/strategies/connors-vix-reversals/strategy-2/README.md

# Connors VIX Reversal 2

This strategy was taken from chapter 2 of [*Connors on Advanced Trading Strategies*](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).

## Rules

1. The 5-period RSI of VIX must be above 70 on the previous daily bar.
2. If the current VIX close is < the previous close, enter a long trade (e.g., on SPY).
3. Exit any open trade 5 trading days later.

I am not including short trades like in the book as the results were consistently negative.

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Initial commit of Connors VIX Reversal strategy READMEs 2024-11-09 13:58:57 +00:00			`# Connors VIX Reversal 2`

Add description to Connors VIX Reversal strategy READMEs 2024-11-09 14:08:06 +00:00			`This strategy was taken from chapter 2 of [Connors on Advanced Trading Strategies](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).`

Add rules to Connors VIX Reversal 2 strategy documentation 2024-11-13 14:36:41 +00:00			`## Rules`

			`1. The 5-period RSI of VIX must be above 70 on the previous daily bar.`
			`2. If the current VIX close is < the previous close, enter a long trade (e.g., on SPY).`
			`3. Exit any open trade 5 trading days later.`

			`I am not including short trades like in the book as the results were consistently negative.`

Initial commit of Connors VIX Reversal strategy READMEs 2024-11-09 13:58:57 +00:00			`---`