dtatu
143 posts
msg #132716
- Ignore dtatu |
11/22/2016 9:52:35 PM
No.
Still " HOLD 2 LONGS (9&4)
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jackmack
334 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
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shillllihs
5,974 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...
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dtatu
143 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
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jackmack
334 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?
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shillllihs
5,974 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.
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jackmack
334 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
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dtatu
143 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)
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nibor100
1,010 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.
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shillllihs
5,974 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.
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