24 lines
865 B
Markdown
24 lines
865 B
Markdown
# 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
|
|
|
|
|
|
|
|
|
|
|
|
--- |