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VIX Strategies strategies
4 documented VIX Strategies strategies from our reference catalogue of 20,000 — names, logic and sources. Catalogued here, tested honestly, and — usually — buried in the graveyard.
Long VIX Tail Hedge
DirectBullish
Long VXX/UVXY as portfolio crash hedge despite decay
Source: VIX hedge
Short Vol VRP Harvest
DirectNeutral
Short VXX/long SVXY to harvest variance risk premium
Source: VIX VRP
VIX Calendar Spread
DirectBoth
Long M2 short M1 VIX futures for contango decay
Source: VIX
VIX Spike Mean Reversion
DirectBearish
Short VXX after VIX spike >30, mean reversion
Source: VIX
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.