Volatility Strategy 01

a quantitative volatility strategy (especially effective in trend direction on the 15min chart on the s&p-index)

the strategy is a rule-based setup, which dynamically adapts to the implied volatility structure (vx1!–vx2!)
context-dependent mean reversion strategy based on multiple timeframes in the vix index

a signal is provided under following conditions:

1. the vvix/vix spread has deviated significantly beyond one standard deviation
2. the vix is positioned above or below 3 moving averages on 3 minor timeframes
3. the trade direction is derived from the projected volatility regime, measured via vx1! and vx2! (cboe)