From abefd79b0885f10a0d8c013d8e2b82135db22e35 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Fri, 30 Aug 2024 12:08:53 -0700 Subject: [PATCH] Initial commit of documentation for VIX 5% strategy --- strategies/vix-5-percent/README.md | 10 ++++++++++ 1 file changed, 10 insertions(+) create mode 100644 strategies/vix-5-percent/README.md 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