TVIX O/H/L/C Backtest
TVIX is a 2X leveraged long volatility fund offered by VelocityShares that is based on short-term VIX futures (1st & 2nd month). TVIX started trading in November 2011 so there is no market price data available before that (e.g., during the 2008/2009 market crash). This simulation shows TVIX’s simulated open, high, low, and end-of-day closing price from March 2004 through October 2013 using simulated data and publicly available market data through January 10th, 2020.
For more information on this product see: Open / High / Low / Close Simulations for Popular Volatility Exchange Traded Products
A less expensive end-of-day version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products
For more information about TVIX see: