Mr Vix Scaled Profit Target Titan
mr vix scaled profit target titan -- Hall-of-Fame strategy. Lifetime Sharpe 1.31, ROR 31.7%, MaxDD -31.8%. We trade this in-house -- not for sale.
Results are hypothetical and based on a historical backtest. Past performance does not guarantee future results. See risk disclosure for full details.
The backtest, in full.
Year-by-year, month-by-month.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | MaxDD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mean Yr | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0% | 0.0% |
Year rows: Total = compound of the row's monthly returns. Mean Yr row: per-month cells are column means; Total is the arithmetic mean of annual totals (not compound-of-cells, so the two won't agree — this is by design).
| Metric | Strategy | SPY |
|---|---|---|
| ROR (CAGR) | 31.67% | 8.28% |
| Sharpe Ratio | 1.31 | 0.45 |
| MAR Ratio | 1.00 | — |
| Max Drawdown | -31.8% | -55.2% |
| Trades | 4,413 | 1 |
| Avg Exposure | 0.0% | 100% |
What this strategy does
This entry is part of our active deployable cohort. The Hall-of-Fame requires lifetime Sharpe > 1.0 (strict) AND MAR >= 0.80, plus a passing crisis-window check. Members are surfaced here for transparency; they are NOT offered for sale.
Why this tier
Routing tier is not set for this concept. Lifetime ROR 31.7%, Sharpe 1.31, MAR 1.00, MaxDD -31.8% across approximately 26 years (per-concept window pending).
What you get
Three files: the plain-text RealTest .rts source, a README with install steps and the Norgate data requirements, and your single-user license. The .rts is fingerprinted at delivery so the file is traceable to your purchase - no DRM, no subscription, no recurring fees.
- mr_vix_scaled_profit_target_titan.rtsRealTest strategy file (plain-text source)
- README.txtStrategy summary, install steps, Norgate data requirements, support contact
- LICENSE.txtSingle-user license, watermarked at delivery with your purchase fingerprint
Full plaintext .rts source delivered after purchase.
- Style
- Mean Reversion
- Universe
- Nasdaq-100 Current & Past Members
- Timeframe
- Daily
- Side
- Long
- Entry
- Mixed (see .rts)
- Exit
- Mixed (see .rts)
- Commission
- $0.005 / Share (IBKR Pro tier)
- Slippage
- $0.01 / Share
- Limit Buffer
- 0.05% past limit
- Risk-Free Rate
- Per-strategy (see .rts)
SPY Buy & Hold benchmark does not include transaction fees, slippage, or management costs. Strategy figures include both.
Backtests use daily-resolution OHLC data (Norgate does not provide intraday). Stops and limits are checked against the day's High/Low; same-day stop-and-target collisions are resolved pessimistically. See Risk Disclosure § 11 for full detail.
- Data source
- Norgate Data Platinum - point-in-time Nasdaq-100 membership
- Backtest period
- 2000-01-03 to 2026-05-23
- Initial capital
- $100,000.00 USD
- Position sizing
- Per-strategy sizing documented in the .rts. Equal-weight default unless overridden.
- Compounding
- Compounded
- Survivorship bias
- None - Norgate's point-in-time membership and delisted symbols are both included in the backtest universe.
- Look-ahead bias
- None - signals computed at prior-day close. Entries fire at next-day open or as a same-day limit.
- Benchmark
- S&P 500 ETF (SPY) buy & hold
- Delivery
- RealTest v3.x .rts file + research include
| Item | Cost |
|---|---|
Mr Vix Scaled Profit Target Titan strategy What you're buying here | $0.00 USD one-time |
RealTest license Perpetual use of current version + 12 months of updates. Optional $159.00 USD/yr extension after that. mhptrading.com/purchase.html | $389.00 USD (one-time) |
Norgate Data US Stocks Platinum Required tier for point-in-time NDX membership back to 1990. No monthly plan. norgatedata.com/stockmarketpackages.php | $346.50 USD / 6 mo or $630.00 USD / 12 mo |
Broker commissions Modeled in backtest at IBKR Pro Fixed | ~$0.005 USD / share |
OrderClerk Only needed if you automate execution. No separate license cost. | Bundled with RealTest |
- 01Download the .zipClick your download link in the receipt email
- 02Open mr_vix_scaled_profit_target_titan.rts in RealTestFile -> Open
- 03Import symbolsClick Import (one-time, ~30 seconds with Norgate)
- 04Run the backtestClick Test - your numbers match the published numbers
Norgate Data US Stocks Platinum is required for the full backtest
Reproducing the published numbers needs survivorship-bias-free Nasdaq-100 history with point-in-time index membership and delisted securities. That is only available on Norgate's US Stocks Platinum subscription ($346.50 / 6 months or $630 / 12 months USD; no monthly plan). The free Norgate trial covers only a recent window - enough to confirm the strategy installs and runs, not enough to match the published equity curve.
RealTest is Windows-only
Mac or Linux users will need a Windows VM or dual-boot. RealTest does not run natively on macOS or Linux.
Drawdowns happen. The published MaxDD is real.
Maximum historical drawdown of -31.8% is from the backtest. Live trading drawdowns may exceed it. Size accordingly.
Common questions.
How do you decide what to sell?+
Why is the seller not trading this themselves?+
What is in the .zip?+
How can I reach support?+
Mr Vix Scaled Profit Target Titan -- not for sale
This strategy is part of our active in-house deployable cohort. House rule: we never sell what we trade.
Published on the Hall of Fame page for transparency. To browse strategies we do sell, see the catalog.