Preset

Relative Spike +30%, Hold 5

Triggers when today's VIX closes 30% above its trailing 20-day mean. Adapts to regime: a 30% jump from a 12 base is very different from one from a 25 base.

Family: VIX Spike Fade

Parameters

Spike mode: Relative to rolling mean (%)
Absolute VIX threshold: 30
Relative threshold (% above rolling mean): 30
Lookback (days, relative mode): 20
Hold (daily bars): 5
ES contracts per trade: 1

Timeframe

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