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VXX 1

VXX short vertical call spread 45 DTE Bundle

$99.99

This download contains all 20 strategies associated with this study. Each strategy is comprised of 4 files:

  • StrategySummary.csv
  • StrategyStats.csv
  • StrategyReturns.csv
  • StrategyTrades.csv

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View the file attributes and attribute definitions.

Category: Tags: , ,

Description

Trade log details:

  • Symbol: VXX
  • Strategy: Short Vertical Call Spread
  • Days to Expiration: 45; 28, 62
  • Date Range Start: 2010-06-01
  • Date Range End: 2019-01-31
  • Entry Days: Daily
  • Trade Timing: 3:46pm ET
  • Number of occurrences: 42171

Link to study

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