Black‑Swan‑Proof by Design
Most backtests fail for the same reason: they’re built for normal days, not black swan events. Markets spend years looking “normal,” then a rare, violent event wipes out months—sometimes years—of gains. CI Volatility starts from that uncomfortable truth and designs for it. The result is a suite of volatility indicators and trading signals that work even during black swan events.
If your edge disappears during market crashes, it isn’t an edge.
The problem with most strategies
Traditional indicators are optimized on long stretches of benign data. But low probability black swan events wreck those strategies.
CI Volatility meets that reality head‑on. All our tools continue to work even during moments when maximum fear is escalated.
What makes CI Volatility different
Our short-vol indicators are engineered with built-in patience, designed to avoid premature entries during volatility spikes. Even during the chaos of the COVID-19 crash, backtests showed our short-vol system refused to engage until the storm had clearly peaked—proving its resilience when most algorithms would have been wiped out by early entries.
Conversely, our long-vol indicator demonstrates rare foresight. It has shown the ability to anticipate nearly every major volatility event before it unfolded—capturing the moments when vol was about to spike, not after it’s already made it’s move.
Together, these systems form the backbone of CI Volatility’s process:
Our indicators and signals, at a glance
Real‑Time UVXY Spike Levels
A live regime detector. By tracking the distance from UVXY’s all‑time low, the tool flags escalating tiers of spikes and prints the exact price at each level.
View HereLong Volatility Signal
Built to predict over 90% of major volatility spikes. It means you’re not reacting to vix spikes when they happen—you’re already prepared for it.
View HereUVXY Short Signal
Spikes don’t last forever. This signal focuses on the post‑spike decay. It’s constructed from deep historical testing and is designed to activate when spikes have exhausted.
View HereNatural Gas Short Signal
Volatility isn’t an equity‑only phenomenon. In an instrument notorious for collapses, this rules‑driven short signal aims for near‑perfect accuracy in catching the unwind.
View Here
Built by a firm dedicated to volatility
CI Volatility describes itself as a premier, privately owned hedge fund focused on delivering sophisticated volatility solutions for both individual and institutional investors.