Something you might want to consider modeling:

When the broad market hits an overbought trigger (I usually look at the trifecta of upper bollinger band, MACD, RSI) put 5–10% of the portfolio into the VIX, while leaving everything else alone (and thus avoiding commission costs and the short term trade rules)

I have been toying around with this with interesting results.

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Data Driven Econophile. Muslim, USA born. Been “woke” 2x: 1st, when I realized the world isn’t fair; 2nd, when I realized the “woke” people are full of shit.

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