after reading Fooled by Randomness from Nassim Taleb, I was looking for some Black Swan hedges / strategies.

There area lot of people suggesting buying far OTM VIX Calls and profiting from large VIX spikes. I found that the potential is there! just see that big spike, but it is very difficult to pull the liquidation trigger.

Following my code, which buys the VIX calls and then toys to sell them.  So far the best results I got with a standard MACD.

May someone else would be intrigued?