10 lines
367 B
Markdown
10 lines
367 B
Markdown
# Vol Panics
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This strategy was taken from chapter 5 of [*Buy the Fear, Sell the Greed*](https://moshferatu.dev/moshferatu/buy-the-fear-sell-the-greed) (2018) by Larry Connors.
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## Rules
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1. When VXX is trading above its 5-period moving average and its 4-period RSI is > 70, enter a short trade.
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2. Exit the trade if VXX closes under its 5-period moving average.
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