VIX Trading & Backtesting Platform

THE COLKITTS

CAPITAL MANAGEMENT LLC

Professional-grade volatility trading with institutional-quality backtesting

Backtesting Engine

VIX threshold strategies (long/short)
Trailing stop loss (TSL) systems
Multi-zone trading strategies
100-2000x performance optimization

Advanced Analytics

30+ performance metrics (Sharpe, CAGR, Calmar)
Comprehensive risk analysis & drawdowns
Dividend-inclusive calculations
Period-specific metric analysis

Market Data

Real-time data from Polygon.io & FMP
VIX, VVIX, SPX, and all major indices
Multiple timeframes (1s to monthly)
Interactive Plotly charts with zoom/pan

Market Data Configuration

Download Mode

Single Ticker Hedging Tickers

Select single ticker or dual tickers for hedging strategies

Ticker

Start date

Select start date for the data (earliest: Feb 1, 2023)

End date

Select end date for the data (defaults to today)

Frequency

Select the frequency for the candlestick data

Data source: FMP for all daily data (no date limitations)

No Data Loaded

Please enter your parameters and click "Get Data" to view the candlestick chart

No Data Loaded

Second ticker chart will appear here in hedging mode

VIX Data Not Loaded

Click "Get Data" to download and display VIX volatility index chart

VVIX Data Not Loaded

Click "Get Data" to download and display VVIX (VIX of VIX) chart

No Data Available

Download market data to view the detailed OHLC data table with dividends

Backtesting VIX Trading Strategies

Comprehensive backtesting framework for VIX-based trading strategies using historical market data

Important: You must first load data using the "Get Data" button in the section above before running any backtest.

Strategy Testing

VIX threshold-based strategies
Volatility mean reversion
Multi-asset portfolio testing
Custom entry/exit conditions

Risk Management

Stop-loss and take-profit levels
Position sizing algorithms
Drawdown analysis
Risk-adjusted returns

Performance Analytics

Sharpe ratio calculations
Maximum drawdown metrics
Win/loss ratio analysis
Portfolio evolution charts