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Add rules to Connors VIX Reversal 3 strategy documentation

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moshferatu 2024-11-13 07:10:42 -08:00
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strategies/connors-vix-reversals/strategy-3/README.md
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@ -6,4 +6,8 @@ It is the third and final [Connors VIX Reversal](https://moshferatu.dev/moshfera
## Rules
1. The low of the VIX must be above its 10-day moving average.
2. If the VIX closes at least 10% above its 10-day moving average, enter a long trade.
3. Exit the trade when VIX trades (intraday) below the previous day's 10-day moving average.
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