Here's how to use the level of VIX, or any symbol's price, to drive trading in a backtest by using Entry and Exit Triggers. My firm, ORATS, has an options backtester that will help you create and maintain a systematic rules-based options strategy with returns in line with your investment objectives. Today's blog is using the VIX level to drive options trades. On the blog I tested a LongCall strategy with the default parameters. The backtest results were not very good. I ran a short call spread and the results were better, however volatile. The test trades when the VIX spot < 15 and exits if the VIX spot rises above 20. https://gyazo.com/089a767f8bb27866b7e23652eb3d6420 https://gyazo.com/2d59efd5624d0b73368a0a5262e65ed7 This is my first thread created. Please let me know any feedback. Thanks Matt