My agent
VIX spike hedge
Fragile
“If VIX rises above 25, buy SPY puts.”
As tested: Every first close with VIX above 25 → SPY's next 60 sessions against SPY's average 60 sessions. The puts make money only if SPY does worse than usual, so the edge is that gap with the sign flipped.
Edge per trade-1.76%% vs SPY's average 60 sessions
t-stat-1.6495% range -3.87 to +0.35
Trades48Sep 1, 2016 – Oct 12, 2026
Win rate33%beat the comparison
Last 12 months-7.32%7 signals
Why fragile
- t-stat -1.64 is inside the noise
- 95% of resamples have no edge
Live forward test
Paper-tracked since Sep 30, 2026 on days the backtest never saw. 0 fires so far. Editing the rule restarts the clock.
Every signal
| Signal | Edge |
|---|---|
| Apr 7, 2026 | -9.63% |
| Mar 20, 2026 | -12.34% |
| Mar 18, 2026 | -8.79% |
| Mar 12, 2026 | -7.63% |
| Mar 6, 2026 | -9.62% |
| Nov 20, 2025 | -1.55% |
| Oct 16, 2025 | -1.66% |
| Apr 28, 2025 | -11.82% |
| Apr 3, 2025 | -11.73% |
| Mar 10, 2025 | -2.96% |
| Dec 18, 2024 | +6.62% |
| Aug 5, 2024 | -9.10% |
| Mar 17, 2023 | -8.62% |
| Mar 15, 2023 | -7.08% |
| Mar 13, 2023 | -7.34% |
| Nov 8, 2022 | -3.94% |
| Sep 13, 2022 | +3.33% |
| Aug 26, 2022 | +5.99% |
| Jul 18, 2022 | +9.69% |
| Jul 11, 2022 | +4.98% |
| Jun 9, 2022 | +6.01% |
| Jun 6, 2022 | +7.38% |
| Apr 22, 2022 | +10.69% |
| Feb 17, 2022 | +11.81% |
| Feb 11, 2022 | +12.74% |
| Jan 20, 2022 | +5.32% |
| Nov 30, 2021 | +7.26% |
| Nov 26, 2021 | +11.39% |
| Sep 20, 2021 | -3.41% |
| May 12, 2021 | -5.80% |
| Mar 8, 2021 | -6.78% |
| Mar 3, 2021 | -6.56% |
| Feb 25, 2021 | -5.18% |
| Jan 27, 2021 | -7.88% |
| Jan 4, 2021 | -4.07% |
| Dec 21, 2020 | -2.61% |
| Nov 12, 2020 | -7.07% |
| Nov 9, 2020 | -5.96% |
| Oct 12, 2020 | -4.25% |
| Aug 31, 2020 | -0.46% |
| Jul 28, 2020 | -3.29% |
| Jul 23, 2020 | -4.20% |
| Jun 8, 2020 | -5.79% |
| Feb 24, 2020 | +12.72% |
| Jan 3, 2019 | -13.68% |
| Dec 18, 2018 | -7.36% |
| Oct 24, 2018 | +4.05% |
| Feb 5, 2018 | +3.71% |