Date Ranges on Simulation Spreadsheets

This table gives the date ranges by the spreadsheets that I have for sale. For a complete list of products see this page.

DescriptionStart DateEnd DateNotes
VIX Futures, no Indexes26-Mar-200413-Mar-2021
VIX Futures, including volatility Indexes (e.g., similar to SPVXSTR & SPVXSP)26-Mar-200413-Mar-2021
ETP Backtests, End of Day Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV)26Machr200413March2021
ETP Backtests, Open, High, Low, Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV)26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
VXX Backtest, End of Day Close26-Mar-200413-Mar-2021Includes all trade data from VXX’s inception in 2009 through end data
VXZ Backtest, End of Day Close26-Mar-200413-Mar-2021Includes all trade data from VXX’s inception in 2009 through end data, except for some dates in 2018
UVXY Backtest, End of Day Close26-Mar-200413-Mar-2021Includes full simulations of 1.5X and 2X products
SVXY Backtest, End of Day Close26-Mar-200413-Mar-2021Includes simulations of -0.5X and -1X products as well as XIV
VIXY Backtest, End of Day Close26-Mar-200413-Mar-2021
ZIV Backtest, End of Day Close26-Mar-200417-July-2020No longer listed on NYSE, trading OTC
VXX Backtest, Open, High, Low, Close 26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
VXZ Backtest, Open, High, Low, Close26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
UVXY Backtest, Open, High, Low, Close26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
SVXY Backtest, Open, High, Low, Close26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
VIXY Backtest, Open, High, Low, Close26-Mar-200413-Mar-2021After 13-Oct-2013 OHL data is actual trade data not simulated data
ZIV Backtest, Open, High, Low, Close26-Mar-200429-May-2020No longer listed on NYSE, trading OTC
TVIX Backtest, Open, High, Low, Close26-Mar-200429-May-2020No long listed on NYSE, trading OTC


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