saolof

VIX + moving average low-drawdown SPY strategy

Aims to be a simple way to avoid recessions by combining two complementary tools that work well together: A simple moving average crossover (death cross & golden cross) to detect a bull markets and run with it, and a crossover between the VIX and a moving average of its previous peaks to get out as quickly as possible during periods of volatility.

The Death cross gets you out of slow drawn-out bear markets. The VIX gets you out of sudden rapid crashes.
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