VXX Hedging

SPY with VXX hedging 10% in VXX Sell out VXX and nuy SPY

Step By Step — How to Implement Long Volatility Hedging Strategy:

1. When the market is trending up, look for long set ups to accumulate V)O( hedging positions:

   • When 15 < VIX<20, add VXX position
   • When VIX< 15, add another 5% VXX position VXX position

2. Rebalance VIX( position during the Bull Run. Make sure the VIX position stays 10% of the entire portfolio. When the market has Corrections or Crashes, sell the V)O( position and buy back the Equities:

   • When VIX breaks 40, sell 5% of the position
   • When VIX breaks 60, sell the entire

Put options don't work for long down turens, VXX are better/ Esemble portfolio with put options and VXX