VelocityShares ZIV Backtest





ZIV is a -1.0X inverse fund that’s based on medium-term VIX Futures (4th through the 7th month).  This simulation shows how the ZIV would have performed back to 2004.   The data on this spreadsheet goes from March 2004 through January 11th, 2023.  For more information on this product was created see:  End-Of-Day Simulations for Popular Volatility Exchange Traded Products

For more on ZIV see:  How does ZIV work?

I also offer a ZIV simulation that provides open/high/low prices in addition to end-of-day prices from March 2004 through May 29th,2020, for more on that product see:  Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products.   This product uses my simulations to generate OHL values from 2004 to October 2013 and then uses publicly available trade data after that.

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