From 914e15759e8180a0d39ea0dd0f411790e08a55ad Mon Sep 17 00:00:00 2001 From: moshferatu Date: Wed, 18 Sep 2024 07:41:51 -0700 Subject: [PATCH] Add SPY backtest results for VIX Stretches strategy --- strategies/vix-stretches/README.md | 8 ++++++++ .../backtest-results/spy_analysis.png | Bin 0 -> 115181 bytes .../backtest-results/spy_summary.png | Bin 0 -> 57429 bytes 3 files changed, 8 insertions(+) create mode 100644 strategies/vix-stretches/backtest-results/spy_analysis.png create mode 100644 strategies/vix-stretches/backtest-results/spy_summary.png diff --git a/strategies/vix-stretches/README.md b/strategies/vix-stretches/README.md index 3084909..c2285ef 100644 --- a/strategies/vix-stretches/README.md +++ b/strategies/vix-stretches/README.md @@ -22,4 +22,12 @@ This strategy was taken from chapter 12 of [*Short Term Trading Strategies That **RSI Exit Threshold**: The value of the RSI calculation at or above which to exit trades. (Default: 65) +## Backtest Results + +### SPY + +![SPY Analysis](https://static.moshington.com/images/strategies/vix-stretches/spy-analysis.png) + +![SPY Summary](https://static.moshington.com/images/strategies/vix-stretches/spy-summary.png) + --- \ No newline at end of file diff --git a/strategies/vix-stretches/backtest-results/spy_analysis.png b/strategies/vix-stretches/backtest-results/spy_analysis.png new file mode 100644 index 0000000000000000000000000000000000000000..16cf4298935cccaff7a26e95fae6c72760f3a3ba GIT binary patch literal 115181 zcmb?@2Urtn_dOO+5ky5$IyO*>2$9}VK%`eG0wN{!9(qx#iWEUXTIjurp-5LykQ#am zWf7^NmqZAG{~L67-S69Hb-&-A=h>K<)tO=DzW1Jc&bjkMMM;*Nl$Ml;h=^S7_ANCc zA`&DK(ZSlIBw){C-$PaK#{nlbSt+8z4*EH;aTqG8C`m+A9DaPqh!|`iv%jt5L_~C= zf$-mfCcA7CBBH$vxm%JNZUzhZBhK^#rK}zyv4`VsEiL69yb{?GOZ5Kmg-GV-$IKoc zeZe6+^^W<8&XCsYH>Q_cqx0``U+HNP)ILphMfJjE)$T<8^+qgidJMTfHnKS#TC}`S zq(ntKYfJxS{mo`aYw|{61oFF?ofN~a`DG)3AS$A!$0o0Ej=9i<2F&w?W(TTo}}F~Kkj{4(;UTW 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