CI Volatility UVXY Low Frequency Short Signal (Backtest)

前天

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

前天

版本注释

Minor Tweaks