Add backtest results for SPY for the VIX 5% strategy
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@ -7,4 +7,12 @@ This swing trading strategy was taken from chapter 5 in *[Short Term Trading Str
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1. If VIX is 5% or more above its 10-day moving average, enter a long position (e.g., on SPY).
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2. Exit the position when VIX is 5% or more below its 10-day moving average.
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## Backtest Results
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### SPY
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![SPY Analysis](./backtest-results/spy_analysis.png)
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![SPY Summary](./backtest-results/spy_summary.png)
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strategies/vix-5-percent/backtest-results/spy_analysis.png
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strategies/vix-5-percent/backtest-results/spy_analysis.png
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strategies/vix-5-percent/backtest-results/spy_summary.png
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strategies/vix-5-percent/backtest-results/spy_summary.png
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