StockFetcher Forums · General Discussion · VIX Variance Signal<< 1 2 3 4 >>Post Follow-up
124 posts
msg #81359
Ignore tmanbone
10/18/2009 9:23:46 PM

I'm curious how a % trailing stop after the 5dma cross would work for your methodology, over a large # of trades. The Oct 1 trade would have benefited very well. Nice work.

59 posts
msg #81364
Ignore medowz
10/19/2009 1:11:19 AM


Excellent! Your variance signals tell you when the conditions are appropriate to put on a trade such a the SPY or QQQQ or some other ETF and the daily price action vs the 5 day moving average tell you when to exit. The exit triggers when price crosses the 5 day moving average. Sounds pretty straight forward. I assume it would take a few days for these trades to play out. Is that your experience?

I like your strategy for using those highly leveraged and correlated ETFs, too. I'd imagine you would have to watch them pretty close though.

Everything makes sense now. Looking forward to the posts.

All the best,

352 posts
msg #81383
Ignore BarTune1
10/19/2009 2:40:15 PM

You have it exactly right Mike .....

One further note, I am finding the signal is slightly better when you are buying an oversold security when it and/or the market is trading above its 200 dma. Conversely, selling or shorting into strength on the sell signals works better when the security or market is below the 200 dma.

Right here I am short and am fighting the tape .... and i am losing the battle today.

3,828 posts
msg #81384
Ignore Kevin_in_GA
10/19/2009 2:47:32 PM

You can lose the battle - just don't lose the war.

Good luck, as always buddy!

805 posts
msg #81421
Ignore marine2
10/20/2009 2:06:46 AM

Can anyone run a chart with both the graphing lines of the Vix and .djia (Dow Jones Industrial Average) together on one chart. That way we can see the correlation on when the Vix is down or up and what happens to Dow Jones Industrial Average? Thank you.

352 posts
msg #81424
Ignore BarTune1
10/20/2009 6:32:50 AM


check out the thread "volatility indexes" for a comparison of the equity moves against all volatility indexes including the Dow

StockFetcher Forums · General Discussion · VIX Variance Signal<< 1 2 3 4 >>Post Follow-up

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