From bf488672692a8c085692cb011e84a94d9f2d0f7b Mon Sep 17 00:00:00 2001 From: moshferatu Date: Wed, 18 Sep 2024 07:49:23 -0700 Subject: [PATCH] Add disclaimer / warning to VIX Stretches strategy documentation --- strategies/vix-stretches/README.md | 4 ++++ 1 file changed, 4 insertions(+) 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.