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Is the profit factor much higher this way? I believe you were using 22-length and 2.8 last year (SPY/VIX)
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Is the profit factor much
The VIX volatilty systems are going long today
Posted by simple_million on 22nd of Jul 2024 at 09:07 pm
Is the profit factor much higher this way? I believe you were using 22-length and 2.8 last year (SPY/VIX)