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Will SVXY & UVXY Splits Be Adjusted In Live Trading Algorithms?

I was wondering if these splits will be accounted for at the end of the day because right now most of my algorithms just went up 300% because of the splits. Obviously that would be great if they were up 300%. However I am live trading these algorithms so I can get an accurate sense of how they will perform in live market conditions. I hope that these splits are adjusted for because I do not want to have to go through and restart all of them at the new price as I will lose all of the previous data that they have collected (including returns). I appreciate any feedback.

4 responses


I am surprised at this. VXX has regular reverse splits. But the short VIX funds?

Yes, quite unusual. I think it is because volatility has been inching up ever since the February XIV explosion. VXX has always went down in the past because volatility kept going down. However now that volatility is back, these short ETFs need to bring their prices back up.

But it doesn’t explain the increase in UVXY though, maybe they just wanted to increase them both at the same time.