Signal library · Index & ETF
Calm volatility regime, index trend up
The volatility index is below its 20-day average and in the lower half of its 1-year range, and the index ETF closes back above its 20-day EMA.
- What it is for
- Trends work best when volatility is calm: join index up-trends only in a low-VIX regime.
- Rule
- Buy (long) on 1d bars when (vix value below vix sma) and (vix rank below 50) and (close crosses above e20). Stop: 2 × ATR(14) from the entry. Target: 2 × the risk (stop distance). Exit after 30 bars at the latest.
- Side
- ▲ Long (buy)
- Timeframes
- 1d
- Runs on
- Each market's index ETFs, with its volatility index and breadth
Out of sample · after fees and slippage
Verified record
| Market | Timeframe | Status | Trades | Expectancy / trade | Hit rate | Max drawdown |
|---|---|---|---|---|---|---|
| United States | 1d | information only | — | — | — | — |
| India | 1d | information only | — | — | — | — |
| United Kingdom | 1d | information only | — | — | — | — |
| Europe | 1d | information only | — | — | — | — |
Backtested on past data after estimated fees and slippage, out of sample. Past results do not predict future results. Signals are market information, not advice.
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