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Add SPY backtest results for VIX Above Moving Average strategy

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moshferatu 2024-11-23 06:29:43 -08:00
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strategies/vix-above-and-below-moving-average/README.md
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@ -28,4 +28,14 @@ As with most of the strategies from this book, they are meant to illustrate cert
**Days to Exit**: The number of days to wait before exiting a trade. (Default: 5) **Days to Exit**: The number of days to wait before exiting a trade. (Default: 5)
## Backtest Results
### SPY
#### VIX Above Moving Average
![SPY VIX Above Moving Average Analysis](https://static.moshington.com/images/strategies/vix-above-and-below-moving-average/spy-above-analysis.png)
![SPY VIX Above Moving Average Summary](https://static.moshington.com/images/strategies/vix-above-and-below-moving-average/spy-above-summary.png)
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