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Initial commit of documentation for VIX 5% strategy

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moshferatu 2024-08-30 12:08:53 -07:00
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# 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.
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