diff --git a/strategies/vix-stretches/README.md b/strategies/vix-stretches/README.md index c2285ef..f33ab42 100644 --- a/strategies/vix-stretches/README.md +++ b/strategies/vix-stretches/README.md @@ -2,6 +2,10 @@ This strategy was taken from chapter 12 of [*Short Term Trading Strategies That Work*](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors. +I would advise against trading this strategy as is, however. + +Refer to the [backtest results](#backtest-results) in order to understand why. + ## Rules 1. The asset (e.g., SPY) is above its 200-day moving average.