10 lines
401 B
Markdown
10 lines
401 B
Markdown
# VIX 5% Bot
|
|
|
|
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.
|
|
|
|
## Rules
|
|
|
|
1. If VIX is 5% or more above its 10-day moving average, enter a long position (e.g., on SPY).
|
|
2. Exit the position when VIX is 5% or more below its 10-day moving average.
|
|
|
|
--- |