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Add disclaimer / warning to VIX Stretches strategy documentation

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moshferatu 2024-09-18 07:49:23 -07:00
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strategies/vix-stretches/README.md
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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. 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 ## Rules
1. The asset (e.g., SPY) is above its 200-day moving average. 1. The asset (e.g., SPY) is above its 200-day moving average.