EQUITIES
US
SPY
VIX Mean Reversion
Buys the S&P 500 when fear spikes (VIX > 25) and sells when calm returns. A classic contrarian strategy — be greedy when others are fearful. Works well after sharp selloffs but requires nerve to execute....
Win Rate
56%
41 markets resolved
Backtest Return
31.7%
2-year backtest
Benchmark
28.1%
SPY Buy-and-Hold
Alpha vs Benchmark
+3.6%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
Buy SPY when VIX spikes > 25. Sell SPY when VIX returns below 18. Contrarian vol signal.
Buys the S&P 500 when fear spikes (VIX > 25) and sells when calm returns. A classic contrarian strategy — be greedy when others are fearful. Works well after sharp selloffs but requires nerve to execute.
Tags
volatilityVIXcontrarian
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