3 Volatility Swing Strategies (Bundle #9)

3 strategies for QQQ

The strategies perform best for the NASDAQ, but they also work for other stock indices.

2 strategies use the VIX indicator, while one uses volatility bands.

Commissions and slippage of 0.03% per trade are included in the backtests.

The strategies come with descriptions in plain English, Amibroker code, and TradeStation code.

The bundle went live in early 2023. The strategy has performed well out-of-sample. 

Price: 390 USD

BUY
3 VIX Strategies
3 VIX Strategies

Performance of All 3 Strategies Combined

Performance

  • No. of trades: 527
  • Average gain per trade: 0.7%
  • Win ratio: 72%
  • Profit factor: 1.8
  • Annual returns (CAGR): 13%
  • Exposure/time in the market: 29%
  • Risk-adjusted return: 44% (CAGR divided by time spent in the market (0.29))
  • Max drawdown: 23%
BUY

Please read this before you buy:

  • The strategies have been backtested, but there is no way to know whether they will perform just as well in the future. Please read our full disclaimer. 
  • Most of the strategies are new and have not been published anywhere else.
  • Some might be part of our Monthly Trading Edges.
  • We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
  • Ask us if you are unsure: support at quantifiedstrategies dot com.