Hello everyone, I was hoping someone could give me a direction with this issue.

 

I have this universe selection strategy, that does well for the last a few years, and I was hoping to put it in test in paper trading.

However from some reason, for the last a few weeks, it doesn't start to trade.

 

I know I 2% change in VIX as a holder, so I do expect for this strategy not to trade at high Vix days, however in the last two weeks there were a “good” days also, and I was expecting for the strategy to start trading.

 

I'll be happy to hear your take on it.

 

 

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