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Volatility Cruiser
Published by Darcy on 12/15/2022
This strategy was produced using the Evolver, along with some manipulation.
My goal was to evolve a strategy with a DD below 20 and APR below 34.
To accomplish that I filled the evolver slots with my ratio strategies and ran generations till the evolver used some of my indicators. I then plugged in external symbols of the sectors and indices and let that evolve.
I ran 1316 generations on the S+P 500 in 8 hours and devised a strategy that uses the Vix.
Not sure how robust a strategy it is, but the results look good.
It has no optimization on my part, only what the evolver came up with.
It also has no weighting, which VK would encourage.
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