Public
VIX above 30
Inconclusive
“If the VIX spikes above 30, buy $3,000 of SPY.”
From Public
As tested: VIX closes above 30 after closing below it → buy SPY at the next open. The prompt never says when to sell, so this holds 20 sessions and compares with buying SPY on any day.
Edge per trade+2.22%% vs buying SPY on any day, per trade
t-stat1.6595% range -0.42 to +4.87
Trades18Sep 1, 2016 – Oct 12, 2026
Win rate72%beat the comparison
Last 12 months+10.43%1 signals
Why inconclusive
- t-stat 1.65 is short of 2.0
- 5% of resamples have no edge
- 67% of nudged versions keep the edge
- positive in both halves (+2.24 before 2021, +2.20 after)
Year by year
2018
+6.27%2
2020
+1.23%6
2021
+2.51%2
2022
-1.46%5
2024
+5.03%1
2025
+6.93%1
2026
+10.43%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Mar 27, 2026 | +11.63% | +1.19% | +10.43% |
| Apr 3, 2025 | +8.13% | +1.19% | +6.93% |
| Aug 5, 2024 | +6.23% | +1.19% | +5.03% |
| Sep 26, 2022 | +2.85% | +1.19% | +1.65% |
| Jun 13, 2022 | +0.86% | +1.19% | -0.33% |
| Apr 26, 2022 | -5.70% | +1.19% | -6.89% |
| Feb 28, 2022 | +5.01% | +1.19% | +3.81% |
| Jan 25, 2022 | -4.33% | +1.19% | -5.53% |
| Dec 1, 2021 | +5.91% | +1.19% | +4.72% |
| Jan 27, 2021 | +1.50% | +1.19% | +0.30% |
| Oct 26, 2020 | +5.13% | +1.19% | +3.94% |
| Sep 3, 2020 | -3.25% | +1.19% | -4.45% |
| Jul 13, 2020 | +7.01% | +1.19% | +5.81% |
| Jun 11, 2020 | +3.40% | +1.19% | +2.21% |
| May 12, 2020 | +11.43% | +1.19% | +10.23% |
| Feb 27, 2020 | -9.19% | +1.19% | -10.38% |
| Dec 21, 2018 | +10.07% | +1.19% | +8.88% |
| Feb 5, 2018 | +4.86% | +1.19% | +3.66% |