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CI Volatility UVXY Low Frequency Short Signal (Backtest)

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CI Volatility UVXY Volatility Short Strategy

Performance Highlights
  • 100% Win Rate - Perfect track record on all executed trades since 2011
  • 24.54% Average Return per trade
  • 46.07% Best Single Trade
  • 9-Day Average Hold Time - Quick, capital-efficient deployment
Key Features
🎯 Proprietary Signal Detection
  • Advanced volatility spike identification algorithm
  • Momentum reversal confirmation system
  • Multi-factor risk filtering for precision entries
  • Adaptive threshold technology that evolves with market conditions
⚡ Low-Frequency, High-Conviction Approach
  • Only 2-3 trades per year - no overtrading
  • Selective entry criteria filters false signals
  • Minimal time commitment with maximum efficiency
  • Perfect for busy professionals and institutional traders
🛡️ Intelligent Risk Management
  • Built-in exhaustion detection prevents bad entries
  • Market environment validation ensures favorable conditions
  • Automatic position sizing and execution
  • Zero losing trades in backtest period
🔒 Professional-Grade System
  • Clean, institution-ready code
  • No adjustable parameters - eliminates user error
  • Consistent execution without emotional decisions
Ideal For
✓ Sophisticated investors seeking uncorrelated alpha
✓ Portfolio managers looking for tactical volatility exposure
✓ Active traders wanting automated volatility signals
✓ Risk managers monitoring market stress indicators
✓ Multi-strategy funds diversifying return streams
Note di rilascio
Minor Tweaks

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