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Available for free to all subscribers to our newsletter, VXX Breakout is an algorithmic non-discretionary strategy developed on one of the most popular volatility ETPs: VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN). It buys or sells volatility at the breakout of significant resistances or supports with a predetermined stop-loss. Below you can find the historical performance of the strategy.
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Historical Performance
The performance summary of the VXX Breakout strategy is presented in the spreadsheets below. Just click on the links to download the files.
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