Add backtest results for SPY for the VIX 5% strategy

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moshferatu 2024-08-30 12:15:04 -07:00
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@ -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)
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