# VXX Trend

This strategy was taken from chapter 6 of [*Buy the Fear, Sell the Greed*](https://moshferatu.dev/moshferatu/buy-the-fear-sell-the-greed) (2018) by Larry Connors.

## Rules

1. When the 10-period moving average crosses under the 30-period moving average, enter a short trade on VXX.
2. Exit the trade when the 10-period moving average crosses above the 30-period moving average.

## Parameters

**Short-Term Trend Period**: The period of the short term trend as measured using a simple moving average. (Default: 10)

**Long-Term Trend Period**: The period of the long-term trend as measured using a simple moving average. (Default: 30)

## Backtest Results

### /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)

### VXX

![VXX Analysis](https://static.moshington.com/images/strategies/vxx-trend/vxx-analysis.png)

![VXX Summary](https://static.moshington.com/images/strategies/vxx-trend/vxx-summary.png)

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