This is a variation of the VIX above BB band trade.

VIX closed above 2 standard deviation of BB band using 25 days mv and 2 standard deviation.

I did other test with requirement that the signal has not happened in 30 days. Without any restrictions, we get 200+ trades with 93% win rate. Win loss however is 0.18. Take this trade only if you have other indicators/edge.

 

vixBB2SummaryvixBB2Detail

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