StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 37 38 39 40 41 >>Post Follow-up
Kevin_in_GA
3,982 posts
msg #132991
Ignore Kevin_in_GA
12/1/2016 7:39:09 PM

Three new signals - 2 STC signals on the current long trades (entered on 11/21 and 11/30), and a new short sell signal for the ^VIX to be entered tomorrow. The three current long trades are all profitable.

shillllihs
2,514 posts
msg #132997
Ignore shillllihs
12/1/2016 9:32:05 PM

Are there any current long signals?

shillllihs
2,514 posts
msg #132998
Ignore shillllihs
12/1/2016 9:43:11 PM

So this is what I've discovered last night. Legitimate or not but it's worked virtually every time.

You are always short TVIX.

You will make money almost every time if you are short Tvix or long Xiv or Spxl but will make more shorting Tvix. Now here is the counter intuitive play and I haven't figured out how to execute it perfectly yet but,
on long signal, SHORT at eod, since Tvix will usually climb, and sell next morning if down. if not, sell at normal exit. If still not down, sell on the following 7th trading day. Works virtually every time.
Take a look.

Question is, should you or is it practical to hedge a short position and how. This seemingly has returned between 200-300% since August.




gmg733
391 posts
msg #133002
Ignore gmg733
12/2/2016 9:27:59 AM

Vix over 25 go long xiv or svxy. You still have to trade it. If you use stops, when to get out etc

As TRO says it isn't what you trade but how you trade it. Trade these two to the long side.

Kevin_in_GA
3,982 posts
msg #133040
Ignore Kevin_in_GA
12/4/2016 8:12:57 AM

Signal triggered to close the last VIX long position (up 5.6% as of the Friday close) and hold the one VIX short position opened last week.

Kevin_in_GA
3,982 posts
msg #133060
Ignore Kevin_in_GA
12/5/2016 6:45:46 PM

4 NEW SIGNALS FOR THE OPEN ON 12/6/2016:

BTC the current SHORT ^VIX trade (currently up 14.2% since opening the trade on 12/2).

3 new LONG BUY ^VIX signals for tomorrow at the open.

matt
11 posts
msg #133069
Ignore matt
12/6/2016 10:22:35 AM

Long 3138 UVXY at $9.56. It's 3 blocks of 1046 shares based on the 3 long VIX signals last night. Sold 200 XIV this morning based on last night's VIX signal, bought at $42.04 out at $45.56 for profit of $704 before commissions.

graftonian
220 posts
msg #133071
Ignore graftonian
12/6/2016 1:30:10 PM

800 sh UVXY @ 9.19

shillllihs
2,514 posts
msg #133075
Ignore shillllihs
modified
12/6/2016 3:11:49 PM

Just out of curiosity, on the week leading up to the Vix spike late August 2015
that sent Tvix skyrocketing, was your system long or short? Did it catch the move?
There was also a big spike oct. 2014. Kevin?

Kevin_in_GA
3,982 posts
msg #133076
Ignore Kevin_in_GA
12/6/2016 3:17:06 PM

Not sure - looking at the equity curve I don't see a lot of sudden up or down. Not really all that critical which side it was on if you look at the 5 year track record, and the last few months where it took some drawdowns but ended up profitable on a high percentage of the closed trades.

StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 37 38 39 40 41 >>Post Follow-up

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