CM WILLIAMS VIX FIX

← all strategies · id vixfix · updated 2026-11-06

ACTIVElifecycle: paradigm shiftbuilt longdirection inverted by the rules

WHAT IT LOOKS FOR

It fades a panic spike on the daily chart once the intraday tape turns back above VWAP with a rising trend.

This strategy lost money in its original direction, so the rules flipped it: it now takes the opposite side of its own signal.

TRACK RECORD

Rule-following trades only. Trades a system fault touched are listed below and left out of these figures, because a strategy is not judged on a day the machine failed (rule 61). The site's overall total counts every trade.

−$206.74paper P&L, all time
28closed trades
35.7%win rate (10W / 18L)
−$7.38average per trade
+$211.66best: KOS long, 2026-07-13
−$160.93worst: IOVA long, 2026-07-16

First closed trade 2026-07-13 · last 2026-10-20 · long 20 trades −$205.64 · short 8 trades −$1.10

† 7 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made −$2.80 between them. They are not in the figures above, because a strategy is not judged on a day the machine failed (rule 61). They are still counted in the site’s overall total, which is every trade the broker filled. With them, this strategy shows 35 trades and −$209.54. What went wrong, and when.

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 18 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

-2.39Sharpeon the desk's opening equity
-3.22Sortino
-0.44%max drawdownpeak to trough
0.54profit factor
+0.21%best day
-0.18%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-11-06VSAT †short+$4.24
2026-11-06NET †short+$7.08
2026-11-06ANET †short+$3.30
2026-11-02MTCH †short−$5.85
2026-10-29GGB †short+$1.81
2026-10-20EPRXshort+$3.00
2026-10-12VISTshort+$0.64
2026-10-12CRGYshort+$4.05
2026-10-08MMEDshort−$5.37
2026-10-07IMAXshort+$3.30
2026-10-01OXY †short−$5.85
2026-09-28TFXshort+$4.88
2026-09-09DOCNshort−$5.64
2026-09-09DOCNshort−$5.96
2026-09-03HWM †short−$7.53

WHERE IT STANDS

Test cycle 1, started 2026-08-12.

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.