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Best Trading Strategies for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

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CCI Level Zone

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

@ Daily

2.85

Risk Reward

721.11 %

Total ROI

36

Total Trades

Master Trend Strategy v1.0

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

@ 1 h

2.82

Risk Reward

40.14 %

Total ROI

1194

Total Trades

DZ Strategy ICT

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

@ 2 h

2.69

Risk Reward

66.04 %

Total ROI

57

Total Trades

CM_SlingShotSystem+_CassicEMA+Willams21EMA13 htc1977 edition

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

@ 4 h

2.55

Risk Reward

27.07 %

Total ROI

62

Total Trades

Setup 9.1 Larry Williams

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

@ 1 h

2.19

Risk Reward

2,655.56 %

Total ROI

396

Total Trades

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@ 4 h

31.06

Risk Reward

4,009.10 %

Total ROI

49

Total Trades
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About iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) backtests

What is iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)?

The iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) offers exposure to market volatility without requiring the investor to trade futures directly. VXX tracks the S&P 500 VIX Short-Term Futures Index, representing short-term volatility expectations in the stock market. It's essentially a bet on the increase in volatility of the S&P 500 index.

As an Exchange Traded Note (ETN), VXX differs from Exchange Traded Funds (ETF) in that it is an unsecured debt security, tied to the creditworthiness of the issuing institution. Traders often use VXX as a hedge against a downturn in the market, as volatility typically spikes during periods of financial stress. It's also a speculative tool for those anticipating market disruptions.

Remember, VXX is designed for short-term trading due to the potential impact of contango in volatility futures markets, which can erode long-term returns.

VXX backtest statistics

Aggregated results of TradeSearcher's backtests on iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) over price data from Jan 2009 to Jul 2026. These figures are recomputed automatically as new backtests are added.

4,365
Backtests run
273
Strategies listed
0.6%
Median net profit
49.2%
Average win rate
31.9%
Median max drawdown

Performance by strategy type

TypeBacktestsMedian net profitAvg win rateMedian max DDAvg Sharpe
Intraday440.5%46.6%20.8%0.14
Swing440.6%50.1%32%0.11
Long-term115.4%55.9%76%0.13

The 5-minute timeframe recorded the best average Sharpe ratio (0.3) across 7 backtests.

Top VXX strategies by profit factor

StrategyTimeframeProfit factorWin rateNet profitTrades
🔒 Premium strategy1-hour28.8694.4%0.3%18
🔒 Premium strategydaily5.598.2%0.6%57
🔒 Premium strategy15-minute3.1656.9%0.9%72
🔒 Premium strategy2-hour3.1336%0.3%772
CCI Level Zonedaily2.8583.3%7.2%36
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