diff --git a/strategies/vix-5-percent/README.md b/strategies/vix-5-percent/README.md new file mode 100644 index 0000000..defb16f --- /dev/null +++ b/strategies/vix-5-percent/README.md @@ -0,0 +1,10 @@ +# VIX 5% Bot + +This swing trading strategy was taken from chapter 5 in *[Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work)* (2008) by Larry Connors. + +## Rules + +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. + +--- \ No newline at end of file