Date Ranges on Simulation Spreadsheets

This table gives the date ranges covered by the spreadsheets that I have for sale. For a complete list of products see this page.

For active securities, I am very willing to update spreadsheets up to the end of the most recently completed calendar quarter upon request at [email protected]

DescriptionStart DateEnd DateNotes
VIX Futures, no Indexes26-Mar-20045-Jan-2023
VIX Futures, including volatility Indexes (e.g., similar to SPVXSTR & SPVXSP)26-Mar-20045-Jan-2023
ETP Backtests, End of Day Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV, VIXM)26Machr20045-Jan-2023
ETP Backtests, Open, High, Low, Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV)26-Mar-20045-Jan-2023After 13-Oct-2013 OHL data is actual trade data, not simulated data
UVIX, SVIX backtests, SHORTVOL, LONGVOL30-Nov-20055-Jan-2023Free
VXX Backtest, End of Day Close26-Mar-20045-Jan-2023Includes all trade data from VXX’s inception in 2009 through end date
VXX Backtest, Open, High, Low, Close26-Mar-20045-Jan-2023After 13-Oct-2013 OHL data is actual trade data, not simulated data
UVXY Backtest, End of Day Close26-Mar-20045-Jan-2023Includes full end of day simulations of 1.5X and 2X products
UVXY Backtest, Open, High, Low, Close26-Mar-20045-Jan-2023Includes full end-of-day simulations of 1.5X and 2X products. After 13-Oct-2013 OHL data is actual trade data, not simulated data
SVXY Backtest, End of Day Close26-Mar-20045-Jan-2023Includes simulations of -0.5X and -1X products as well as XIV.
SVXY Backtest, Open, High, Low, Close26-Mar-20045-Jan-2023Includes simulations of -0.5X and -1X products as well as XIV. After 13-Oct-2013 OHL data is actual trade data, not simulated data
VIXY Backtest, End of Day Close26-Mar-20045-Jan-2023
VIXY Backtest, Open, High, Low, Close26-Mar-20045-Jan-2023After 13-Oct-2013 OHL data is actual trade data, not simulated data
VXZ Backtest, End of Day Close26-Mar-200425-Jan-2022Includes all trade data from VXZ’s inception in 2009 through end data, except for some dates in 2018
VXZ Backtest, Open, High, Low, Close26-Mar-200425-Jan-2022After 13-Oct-2013 OHL data is actual trade data, not simulated data
VIXM Backtest, End of Day Close26-Mar-200411-Jul-2022
TVIX Backtest, End of Day Close26-Mar-200429-May-2020No longer listed on NYSE, trading OTC
TVIX Backtest, Open, High, Low, Close26-Mar-200429-May-2020No longer listed on NYSE, trading OTC
After 13-Oct-2013 OHL data is actual trade data, not simulated data
ZIV Backtest, End of Day Close26-Mar-200429-May-2020No longer listed on NYSE, trading OTC
ZIV Backtest, Open, High, Low, Close26-Mar-200429-May-2020No longer listed on NYSE, trading OTC.
After 13-Oct-2013 OHL data is actual trade data, not simulated data

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