Hi all, I put this together earlier in the year. The concept is to use the SVXY short volatility ETF, and wait for market conditions to favor a low directional environment for SPY, while also looking for volatility to turn down, and exit soon after. Using 3 entries, and one exit.

I'm still learning programming, so it's simple in concept. It performs ok, but I wasn't sure where else to take it on its own to improve return. Perhaps there are other uses for this idea to go long volatility and this is an out timer? Interested in what others think.

Author