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Vortex
Originally: Copy of VIX Mid-Term Futures: SPY RSI predicts VIX (3 tickers)
ModerateApr 2023 – Mar 2026
Uses 9 weighted SPY RSI signals (windows 2–10) to predict short-term VIX direction. Oversold → long volatility (ZVOL), overbought → mid-term hedge (VXZ), neutral → ultra-short bonds (PULS). Only 3 tickers. Extremely low drawdown.
Annual Return
+35.7%
Sharpe Ratio
3.15
Risk-adjusted
Max Drawdown
-6.1%
Sortino
3.48
Downside-adjusted
Std Dev
9.9%
Annualized
Trades/yr
167
Avg rebalances
Backtest Equity Curve
$100 starting value, Apr 2023 – Mar 2026
+142.1%
Total return
Drawdown
Peak-to-trough decline from all-time high
Holdings Universe
ZVOLVXZPULS
VolatilityRSILow Drawdown
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