On 9/18,  Day before FOMC announcement 2 VIX up closes 96% win would exit @close with 1.16% profit.

On 9/16, pastStat.com’s idea: 3 up days today is Friday and Close is less than 50 days with an extra filter yields 100% winning trades would exit at a loss of 2.59% at the close. As I mentioned before, 50 days moving average is probably a key design factor in this test. If the price is too close to the 50 days or it goes above it, better exit.