Backtest 2018 – 2021


I tried backtest using my rule for 2018 – 2021, no adding on the way.

Big surprise!

Total profit of 2021 was 80.37 point. If I put 10 units each, annual profit was $80k.

The good thing of VIX is that even if it made a big jump temporarily and realised big loss, we can always get it back if you continue (you can expect more profit than loss, sometimes).

Awesome contango!!