VIX Hedging

Anyone backtested the ALVH layered VIX hedge against the 2015 CHF event? Did the 4/4/2 ratio actually cushion the drawdown?

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

VixShield Answer

This is a great question about anyone backtested the alvh layered vix hedge against the 2015 chf event? did the 4/4/2 ratio actually cushion the drawdown. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.

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VixShield Research Team. (2026). Anyone backtested the ALVH layered VIX hedge against the 2015 CHF event? Did the 4/4/2 ratio actually cushion the drawdown?. Ask VixShield. Retrieved from https://www.vixshield.com/ask/anyone-backtested-the-alvh-layered-vix-hedge-against-the-2015-chf-event-did-the-442-ratio-actually-cushion-the-drawdown

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