Fractiz
Preset
Classic VIX > 30, Hold 5
Buy ES at the close when VIX closes at or above 30. Hold for five daily bars, then flatten. The textbook fear-fade setup.
Family: VIX Spike Fade
Parameters
- Spike mode
- Absolute VIX level
- Absolute VIX threshold
- 30
- 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.
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