Basically this is a raw strategy based on historical volatility. It's Long only biased as the market is the same over time. The premium data vendor (Norgate Data) I am using is going back 27 years. I could pay to go further back, to capture the 1970's (ie inflation) but it wouldn't trade 100's of times to give a more robust sample.
It's more of a "circuit breaker" for my individual trading.
Market Data 
Markets 
AI
