VIX Hedging

Anyone backtest ALVH layered VIX hedge? Does the 4/4/2 call ratio really cut drawdowns 35-40% for only 1-2% annual drag?

VixShield Research Team · Based on SPX Mastery by Russell Clark · May 4, 2026 · 0 views
ALVH VIX calls portfolio hedge

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This is a great question about anyone backtest alvh layered vix hedge? does the 4/4/2 call ratio really cut drawdowns 35-40% for only 1-2% annual drag. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.

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