VIXM trading strategies, backtested
ProShares VIX Mid-Term Futures ETF — mid-term VIX futures — a slower-decaying volatility position. Every DeployQuant template run on VIXM over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 1.0% | −52.4% | 0.14 | 149 | 59% | $10,566 |
| Golden Cross (SMA 50/200) | −1.9% | −24.8% | -0.04 | 3 | 33% | $9,002 |
| RSI(14) Mean Reversion | −5.7% | −51.6% | -0.19 | 14 | 64% | $7,240 |
| Weekly Entry + 7% Target | −9.0% | −60.6% | -0.25 | 57 | 40% | $5,935 |
| SMA-200 Trend + 15% Trailing Stop | −10.6% | −47.4% | -0.44 | 10 | 10% | $5,395 |
| 200-Day SMA Regime Filter | −12.6% | −53.6% | -0.61 | 30 | 17% | $4,749 |
| EMA 12/26 Trend | −13.4% | −58.5% | -0.50 | 31 | 10% | $4,510 |
| SMA 10/50 Trend | −13.6% | −57.0% | -0.54 | 24 | 21% | $4,462 |
| First-to-Last Day of Month | −13.8% | −63.3% | -0.38 | 67 | 45% | $4,396 |
| 3-Month Momentum Switch | −14.3% | −58.2% | -0.72 | 20 | 15% | $4,268 |
| Drawdown Dip Buyer + 8% Target | −15.5% | −63.1% | -0.45 | 0 | — | $3,929 |
| 20-Day Momentum + Trailing Stop | −16.4% | −65.1% | -1.05 | 17 | 0% | $3,701 |
| Buy & hold VIXM | −14.9% | −66.6% | -0.43 | — | — | $4,101 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for VIXM?
Of the 12 templates tested on VIXM over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 1.0% (max drawdown 52.4%), versus −14.9% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding VIXM?
10 of 12 templates beat VIXM buy-and-hold (−14.9% CAGR) on this window; 12 of 12 had a shallower maximum drawdown than holding (66.6%).
Other volatility products
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.