VIX · Backtest unavailable
Weekly options (5–12 days).
Data unavailable
Massive denied this API key access to minute history of I:VIX (403). Historical option quotes are available, but they alone are not sufficient to select strikes and verify this backtest.
VIX is an index, not an ETF. Its options are European-style and cash-settled. AM-settled contracts require their own last-trading-day and settlement rules; the ETF expiry-day model must not be reused.
No VIX backtest has been calculated or published. Missing index data are not zero profit or zero loss. VIX is excluded from aggregate results.