11 lines
450 B
Markdown
11 lines
450 B
Markdown
# VIX Stretches
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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.
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## Rules
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1. The asset (e.g., SPY) is above its 200-day moving average.
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2. If VIX is stretched 5% or more above its 10-day moving average for 3 or more days, enter a long trade.
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3. Exit the trade when the 2-period RSI closes at or above 65.
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