Hi guys,
This is a strategy for those who want more action :)
Uses VXX short/long - half of the time holding period is few hours, other times sells next day MarketOnOpen
I used 1000,000 as starting capital to overcome VXX, but in now days you can trade with few thousands.
If you want to trade it, check your brokers fees.
A word of caution: minutes data are different for different providers and sometimes sells on Open, so who knows what happens in real world.