This strategy is free for all readers! It has a CAGR of 5.1%, MaxDD of -4.89%, a profit factor of 6.91, and a Sharpe ratio of 1.02.
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Strategy 24_SPY -- Using VIX to help time a…
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This strategy is free for all readers! It has a CAGR of 5.1%, MaxDD of -4.89%, a profit factor of 6.91, and a Sharpe ratio of 1.02.