Volatility too much for the TSLA trade: now 3 for 5

The TSLA trade failed last week, making it now 3 for 5. It's out of Kelly Criterion range for sure, now and I'm looking for an alternative.

The one I have for this coming week is the old standby NDX trade, since it's monthly option expiration. But for the following three weeks I need to figure something else out.

One possibility:

Its leveraged ETF is VXX, and I'm going to try both of them by backtesting on a dataset I can get from QuantGo:

They resell options and futures data for a pretty reasonable price. I used their service early 2017 when I was trying to develop an algorithm. I gave up on that but now could use this again to more quickly sort through different underlyings to narrow down candidates to test via monte carlo simulation ...

More next week ...