So as you know vertical bull put spreads are very profitable. I have attempted with a colleague Rajats179 to create an algorithm that times the market bottom when VIX RSI crosses 60.  If it gets it wrong -- which it does sometimes during a continued selloff with even more RSI infraction happens.  If I remove the stop loss and cooldown period I get like 200% return per year until of course the massive RSI plunge.

Somehow there has to be a way to get this to work better.