VXX/VXXB O/H/L/C Backtest
VXX & VXXB are long volatility funds offered by Barclays that are based on short-term VIX futures (1st & 2nd month). VXX is set to mature in January 2019 and no longer be offered so Barclays has established a very similar fund, VXXB to carry on after that. VXX started trading in January 2009 so there is no market price data available before that (e.g., during the 2008/2009 market crash). This simulation shows VXX/VXXB’s simulated open, high, low, and end-of-day closing price from March 2004 through October 2013 and end-of-day closing values up through October 2018.
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 VXX see: