From 554d2db1f4c7e40ceafd82edb3fd78330df45284 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Wed, 13 Nov 2024 07:10:42 -0800 Subject: [PATCH] Add rules to Connors VIX Reversal 3 strategy documentation --- strategies/connors-vix-reversals/strategy-3/README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/strategies/connors-vix-reversals/strategy-3/README.md b/strategies/connors-vix-reversals/strategy-3/README.md index 573956a..ee21b47 100644 --- a/strategies/connors-vix-reversals/strategy-3/README.md +++ b/strategies/connors-vix-reversals/strategy-3/README.md @@ -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. + --- \ No newline at end of file