diff --git a/strategies/vix-5-percent/README.md b/strategies/vix-5-percent/README.md index defb16f..448abd9 100644 --- a/strategies/vix-5-percent/README.md +++ b/strategies/vix-5-percent/README.md @@ -7,4 +7,12 @@ This swing trading strategy was taken from chapter 5 in *[Short Term Trading Str 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) + --- \ No newline at end of file diff --git a/strategies/vix-5-percent/backtest-results/spy_analysis.png b/strategies/vix-5-percent/backtest-results/spy_analysis.png new file mode 100644 index 0000000..63c5578 Binary files /dev/null and b/strategies/vix-5-percent/backtest-results/spy_analysis.png differ diff --git a/strategies/vix-5-percent/backtest-results/spy_summary.png b/strategies/vix-5-percent/backtest-results/spy_summary.png new file mode 100644 index 0000000..4afb03e Binary files /dev/null and b/strategies/vix-5-percent/backtest-results/spy_summary.png differ