Volatility Index (VIX) flipped long — on a setup that survived validation

Volatility Index (VIX) (Index) flipped long on its best-fit indicator, MA Envelope (Daily), as of 2026-10-02.

The receipts for that pairing: alpha +123.5% vs buy-and-hold, win rate 65.4%, out-of-sample Sharpe 1.49. This is one of the rare setups that survived our full validation gauntlet — out-of-sample AND a multiple-testing hurdle.

Signals print at bar close and our published stats always assume acting the NEXT bar — no lookahead. Full history, equity curve and the loss column are on the asset page.