Fractiz
Preset
Extreme VIX > 40, Hold 5
Only fires on rare panic closes above 40. Few trades; the ones that hit tend to coincide with the steepest drawdowns and the sharpest rebounds.
Family: VIX Spike Fade
Parameters
- Spike mode
- Absolute VIX level
- Absolute VIX threshold
- 40
- 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 →