CI Volatility UVXY Aggressive Short Signal (Backtest)

What You’ll Get

• Real-time UVXY Short Signals
  
• Includes both entry and exit levels.
  

Overall Performance

• Returns: +661.46% (Jan 2020 - Oct 2025)
  
• Total Trades: 28
  
• Win Rate: 92.86% (26 wins, 2 losses)
  
• Average P&L per Trade: 14.41%
  
• Average Winning Trade: 16.46%
  
• Average Losing Trade: -12.22%
  
• Largest Win: 51.24%
  
• Largest Loss: -14.39%
  

Hold Time

• Average Duration: 6 days
  
• Winning Trades: 7 days average
  
• Losing Trades: 4 days average
  

How to Trade It

• Short UVXY directly once the signal confirms a top and exit the trade once the signal confirms to exit.
  
• Sell UVXY calls (preferably one week out) and target at least 80% of max profit before closing.
  
• Avoid buying puts — UVXY’s decay is already priced in, making long puts inefficient.
  

Position Sizing Disclaimer: This 92.86% win rate strategy was backtested using 55% equity allocation per trade. Conservative traders should reduce position size (25-35%), while aggressive traders may increase allocation beyond 55%. Please note: larger position sizes will will likely reduce the 100% win rate achieved with 55% allocation.