Sharing full 2011-01-01 to 2016-06-17 backtest.
Daily rebalance of XIV/VXX pair trade (60% long XIV, 40% short VXX) or (60% long VXX, short 40% XIV) based solely on PsychSignal's Twitter bull_minus_bear intensity sentiment on StockTwits of SPY.
Revert signal's long or short of the pair trade if drawdown exceeds 18% from peak and so on...