VIX

VIX options 30 DTE s1 signal Bundle

$44.99

This download contains all 4 strategies associated with this study + the boolean s1 signal log.

View the file attributes and attribute definitions.

DOWNLOAD SAMPLE

Category: Bundle Trade Log Tags: 30 DTE log, Long Call log, Long Put log, s1 signal log, Short Call log, Short Put log, VIX/VX log

Description

Description

Trade log details:

Symbol: VIX
Strategy: Short Put, Short Call, Long Put, Long Call
Days to Expiration: 30; 15, 45
Date Range Start: 2007-01-03
Date Range End: 2022-07-27
Entry Days: Daily; s1 signal
Trade Timing: 3:46pm ET
Number of occurrences: 14340

Link to leveraged daily entry and s1 signal study