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Automated Trading

Hercules Volatility Harvest frames VIX term structure and regime shifts as an educational model.

Updated September 6, 2025

Manual

Hercules Volatility Harvest, automated algorithm for VIX and related markets

Automated • Live

Hercules Volatility Harvest

Turn fear into yield. Harvest volatility like pros harvest crops.

Identify contango and backwardation regimes before they bite portfolios

Mathematics with convexity awareness that filters noise but reacts to shocks

Allocation logic that exploits VIX structures while shielding against tail risk

How it works
  • Volatility is the most misunderstood market. This turns it into a predictable harvest
  • Kalman smoothing transforms chaos into structure, showing you when to plant and when to cut
  • Strict caps and event awareness keep the tail from ever wagging the dog
Hercules Volatility Harvest

Special caution for volatility strategies

  1. Do not compare to buy and hold. Path dependence, roll effects, and options exposure make any buy and hold baseline invalid for this strategy.
  2. Advanced options knowledge required. Execution expects strong understanding of buying and selling options, Greeks, assignment, and margin.
  3. Test window. The model has been tested with holding windows of 30 to 45 days.
  4. Signal source and execution. Direction is inferred from VIX and VXN. Positions are then taken in other instruments that express that view.
  5. What we show. The metric presented here is WIN RATE only, not profit or loss figures.

Educational analytics only. Not investment advice.

Volatility

Two liquid proxies, same method, separate datasets

Hercules Volatility Harvest results for VIX

Volatility
AMEX:SPXL • USD

Strategy equity

Date range unavailable

Strategy performance summary not benchmarked.

Net Profit
0 USD
CAGR
0.0 %
Max DD
0.0 %
Win rate
0.0 %
0 trades
Profit factor
∞

Educational analytics only. Sharpe uses sample deviation and zero risk free. Sortino uses zero MAR. Net Profit already includes commission from the TradingView export.

Hercules Volatility Harvest results for VXN

Volatility
AMEX:SPXL • USD

Strategy equity

Date range unavailable

Strategy performance summary not benchmarked.

Net Profit
0 USD
CAGR
0.0 %
Max DD
0.0 %
Win rate
0.0 %
0 trades
Profit factor
∞

Educational analytics only. Sharpe uses sample deviation and zero risk free. Sortino uses zero MAR. Net Profit already includes commission from the TradingView export.
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Models are educational demonstrations on market data. They are not investment advice or personalized recommendations.