The volatility package consists of 3 trading strategies that are backtested on the ETF with the ticker code SPY. We have not backtested on @ES or other contracts, but it might work if trading same opening hours as SPY. These strategies are longs only due to the nature of the index tested.
2 strategies are not published on our website.
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
