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Add SPY backtest results for VIX Stretches strategy

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moshferatu 2024-09-18 07:41:51 -07:00
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strategies/vix-stretches/README.md
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@ -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) **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)
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