1.5X UVXY & -0.5X SVXY Open/High/Low/Close values starting March 2004
Some volatility trading systems use intra-day open, high, low (OHL) prices as part of their algorithms for determining when to trade. UVXY and SVXY didn’t start trading until late 2011—just after the 2011 correction and well past the 2008/2009 bear market so there’s no actual trade data from those important downturns. To fill that deficiency I did some simulations a few years ago using the …
