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>> No.20911865 [View]
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20911865

>>20911739
>you can't just "buy" VIX.
All the etf's work fine, there's no point in choosing one in particular in the exposition of the strategy.
>what's atr?
Average true range.

Pic rel is what it looks like from march 2011 to today, Numbers are percent.
On a scale of 1 to 10, the likelihood that the current setup is overfit is 7/10.

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