Incoming item · Crypto Research
VIX and Trend Following Revisited: Nearly a Decade of Out-of-Sample Evidence
Description
We revisit our 2017 VIX-adjusted trend-following model with nearly nine years of out-of-sample ETF data. The Top 1 edge survived; Top 2 did not. VIX and Trend Following Revisited: Nearly a Decade of Out-of-Sample Evidence was originally published at Alpha Architect . Please read the Alpha Architect disclosures at your convenience.
Score breakdown
Total score: 75/100
- Matches an include keyword (+50)
- Description is available (+5)
- Custom rule: Out-of-sample evidence (+20)