Overall Statistics
```import numpy as np
from datetime import datetime
import pandas as pd
import math
import numpy as np

def __init__(self):
self.previous = None
self.position = None

def Initialize(self):

self.SetStartDate(2018,1,1) #Set Start Date
self.SetEndDate(2018,1,10) #Set End Date
self.SetCash(10000) #Set Strategy Cash
self.SetWarmUp(440)

def OnData(self, data):
history_s = self.History([self.spy], 2, Resolution.Minute)
history_v = self.History([self.vixy], 2, Resolution.Minute)
if not history_v.empty and not history_s.empty:
last_minute_close_s = history_s.loc[str(self.spy)]["close"][-1]
last_minute_close_v = history_v.loc[str(self.vixy)]["close"][-1]
else:
return

SPercent = np.log((float(self.Securities[self.spy].Price))/last_minute_close_s)
VPercent = np.log((float(self.Securities[self.vixy].Price))/last_minute_close_v)

if self.IsWarmingUp:
return

if SPercent <= -.01:
if self.position == None:
self.SetHoldings("VIXY", 1)
elif self.position == "SPY":
self.Liquidate("SPY")
self.SetHoldings("VIXY", 1)
self.position = "VIXY"

elif VPercent <= -.01:
if self.position == None:
self.SetHoldings("SPY", 1)
elif self.position == "VIXY":
self.Liquidate("VIXY")
self.SetHoldings("SPY", 1)
self.position = "SPY"```