Signal library · Index & ETF
Buy the volatility spike
The volatility index is in the top 10% of its 1-year range and the index ETF's RSI(2) drops below 10.
- What it is for
- Fear spikes in broad indices have tended to mean-revert; a contrarian entry.
- Rule
- Buy (long) on 1d bars when (vix rank above 90) and (rsi2 crosses below 10). Stop: 3 × ATR(14) from the entry. Target: 1.5 × the risk (stop distance). Exit after 10 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.
Investing involves risk, including loss of principal. AlgoNexus does not guarantee returns. Past or simulated performance does not guarantee future results.
Start on paper. Go live only when you’re ready.
Set a goal, see whether it’s realistic, and watch AlgoNexus work with simulated money first. No card needed for the 14-day trial.