ninjatrader/strategies/vix-5-percent/README.md

# VIX 5% Bot

This swing trading strategy was taken from chapter 5 in *[Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work)* (2008) by Larry Connors.

## Rules

1. If VIX is 5% or more above its 10-day moving average, enter a long position (e.g., on SPY).
2. Exit the position when VIX is 5% or more below its 10-day moving average.

## Backtest Results

### SPY

![SPY Analysis](./backtest-results/spy_analysis.png)

![SPY Summary](./backtest-results/spy_summary.png)

### QQQ

![QQQ Analysis](./backtest-results/qqq_analysis.png)

![QQQ Summary](./backtest-results/qqq_summary.png)

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Initial commit of documentation for VIX 5% strategy 2024-08-30 19:08:53 +00:00			`# VIX 5% Bot`

			`This swing trading strategy was taken from chapter 5 in [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.`

			`## Rules`

			`1. If VIX is 5% or more above its 10-day moving average, enter a long position (e.g., on SPY).`
			`2. Exit the position when VIX is 5% or more below its 10-day moving average.`

Add backtest results for SPY for the VIX 5% strategy 2024-08-30 19:15:04 +00:00			`## Backtest Results`

			`### SPY`

			`![SPY Analysis](./backtest-results/spy_analysis.png)`

			`![SPY Summary](./backtest-results/spy_summary.png)`

Add QQQ backtest results for VIX 5% strategy 2024-08-30 19:18:59 +00:00			`### QQQ`

			`![QQQ Analysis](./backtest-results/qqq_analysis.png)`

			`![QQQ Summary](./backtest-results/qqq_summary.png)`

Initial commit of documentation for VIX 5% strategy 2024-08-30 19:08:53 +00:00			`---`