18 lines
537 B
Markdown
18 lines
537 B
Markdown
# VIX 5% Bot
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This swing trading strategy was taken from chapter 5 in *[Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work)* (2008) by Larry Connors.
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## Rules
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1. If VIX is 5% or more above its 10-day moving average, enter a long position (e.g., on SPY).
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2. Exit the position when VIX is 5% or more below its 10-day moving average.
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## Backtest Results
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### SPY
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