Add note regarding VXX data to VXX Trend strategy documentation

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moshferatu 2024-10-06 06:35:30 -07:00
parent bf95c86781
commit e35e768f0f

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@ -17,6 +17,8 @@ This strategy was taken from chapter 6 of [*Buy the Fear, Sell the Greed*](https
### /VX
Including backtest results for the VIX futures since the VXX data I have goes back only as far as 2018.
![/VX Analysis](https://static.moshington.com/images/strategies/vxx-trend/vx-analysis.png)
![/VX Summary](https://static.moshington.com/images/strategies/vxx-trend/vx-summary.png)