VIX - SHORT - SVXY - Daily Chart (Oldinvestor) — Strategy by oldinvestor
By oldinvestor
Performance Metrics
- Author: oldinvestor
- Symbol: AMEX:SVXY
- Timeframe: 1 day
- Net P&L: +296,314.36 USD (+1,161.01%)
- Win Rate: 81.8%
- Profit Factor: 27.133
- Max Drawdown: 26,098.76 USD (8.47%)
- Total Trades: 11
- Sharpe Ratio: 0.183
Description
This looks at he VIX and trades SVXY. Load SVXY and run the script on SVXY.INPUTS:Entry - You set this number to how high you want the VIX to go before SVXY will be bought. Keep in mind it buys the bar after a trigger, results may be confusingExit - You set this number to how low you want the VIX to go before SVXY will be sold.Year - This as stated, It will start trading on the year you set here.Good luck. This script is for learning purposes, and boy did I learn something. UVXY still sucks