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# Connors VIX Reversal 3
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This strategy was taken from chapter 2 of [*Connors on Advanced Trading Strategies* ](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies ) (1998).
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It is the third and final [Connors VIX Reversal ](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/connors-vix-reversals ) presented in the book.
## Rules
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1. The low of the VIX must be above its 10-day moving average.
2. If the VIX closes at least 10% above its 10-day moving average, enter a long trade.
3. Exit the trade when VIX trades (intraday) below the previous day's 10-day moving average.
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I have decided not to include short trades like in the book as the backtest results were consistently negative.
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## Parameters
**Short-Term Trend Period**: The period of the short-term trend as measured using a simple moving average. (Default: 50, differs from the book)
**Percent Above**: The percentage above the short-term trend VIX must close in order to enter a long trade. (Default: 10)
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## Backtest Results
### SPY
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### QQQ
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