Fractiz
Preset
Aggressive VIX > 25, Hold 5
Lower trigger at 25 fires more often than the classic 30. Expect more trades and a higher share of false starts during slow grinds higher in vol.
Family: VIX Spike Fade
Parameters
- Spike mode
- Absolute VIX level
- Absolute VIX threshold
- 25
- Relative threshold (% above rolling mean)
- 30
- Lookback (days, relative mode)
- 20
- Hold (daily bars)
- 5
- ES contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →