StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 33 34 35 36 37 ... 40 >>Post Follow-up
dtatu
61 posts
msg #132716
Ignore dtatu
11/22/2016 9:52:35 PM

No.
Still " HOLD 2 LONGS (9&4)

jackmack
306 posts
msg #132719
Ignore jackmack
11/22/2016 10:38:00 PM

Ah
Now I got it - it's still the same trigger
Thank you


shillllihs
2,484 posts
msg #132722
Ignore shillllihs
modified
11/23/2016 8:32:53 AM

I see some glossy figures on the Vix but, has anyone come to a consensus on the vehicle
to use? Can anyone show what Vxx Xiv would return as a whole combining all the units?
I know some of you will argue to use options but I don't think they're as practical.

Has anyone tried to do what is being done here with,
Spy Sh Spxl Spxu Nugt Dust? Would it work or are there not enough good results?
If so, this would solve the vehicle issue. I mostly want to know the answer to this
question.

Happy days...


dtatu
61 posts
msg #132724
Ignore dtatu
modified
11/23/2016 8:44:30 AM

To me, is quite obvious that one should not use a straight wasting product ( whether 1x or, even less, 3x) in low VOL/ contango environement, for the BUYS:
then
1. LOW VOL/Contango : with these ones: don't take buys, take only sells ( or , consider spreads to cancel the wasting nature of the pruduct)
2. HIGH VOL/ backwardation x 2 :Stay out ( or use them , at your own risk)
* I know: sitting on your hands and staying out is the most difficult of ALL the actions;I live that every day

jackmack
306 posts
msg #132729
Ignore jackmack
11/23/2016 10:57:39 AM

dtatu
Quick question - is the impact on decay say on TVIX or XIV not reduced since never holding a position longer than 10 days?

shillllihs
2,484 posts
msg #132730
Ignore shillllihs
modified
11/23/2016 11:32:05 AM

i just solved it. Boys, we are going to be rich,

Long Vix, Long DUST. All in
Short Vix Short DUST. Or long NUGT All in

And when dust doesn't work Dwti does but that's being axed and not sure how
to play that.


jackmack
306 posts
msg #132732
Ignore jackmack
11/23/2016 12:20:54 PM

shillllihs
Interesting on the LONG side using DUST but murder on the short - ouch
but very interesting indeed


dtatu
61 posts
msg #132733
Ignore dtatu
modified
11/23/2016 12:29:12 PM

jackmack

Maybe somebody , clever than me, would have the ability to do the math of the decay over 10 days of a LONG 3x product ? All I know is that, roughly, the price is recalculated EACH day , lower?
For a 3x, I suppose is 3 x more?
XIV is less sensitive to it, as far as I can tell ( I do not touch these products, yet)

nibor100
16 posts
msg #132734
Ignore nibor100
11/23/2016 1:07:08 PM

Miketranz,

In Kevin's first post, the 2nd backtest on SS covering a different span of 10 years, the results were a bit further away from ~90% winners down to ~71% winners.

Ed S.

shillllihs
2,484 posts
msg #132735
Ignore shillllihs
11/23/2016 1:10:41 PM

I didn't sleep so thought you might be right on the short side but go back and look. It's up
overall by about 30% if you go allin first day and exit all the day you are supposed to without adding units.
And for the long side, forget about it, Just crushing it.

StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 33 34 35 36 37 ... 40 >>Post Follow-up

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