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Vix Mean Reversion
Buy aggressively when volatility spikes, reduce when complacent
Risk Parameters
Max Allocation22.6%
Stop Loss10.6%
Take Profit16.7%
Max DD Tolerance10.6%
Rebalancedaily
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingWAIT FOR SIGNAL: Only enter when price spread between paired stocks reaches extreme levels. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
| Symbol | Action | Vol |
Stop Loss | Take Profit | Size | Links |
| SPY |
BUY |
16% |
7.3% below entry |
11.5% above entry |
32.8% |
TVYH |
| QQQ |
BUY |
22% |
9.7% below entry |
15.4% above entry |
24.6% |
TVYH |
| TLT |
BUY |
12% |
5.4% below entry |
8.5% above entry |
44.4% |
TVYH |
| GLD |
BUY |
23% |
10.3% below entry |
16.4% above entry |
23.1% |
TVYH |