Preset

Long Hold (VIX > 30, Hold 10)

Same 30 trigger as the classic preset, but holds for ten daily bars instead of five. Captures more of the recovery when one happens; bleeds longer when it does not.

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): 10
ES contracts per trade: 1

Timeframe

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

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