Kevin_in_GA
4,599 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.
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shillllihs
6,044 posts
msg #132997
- Ignore shillllihs |
12/1/2016 9:32:05 PM
Are there any current long signals?
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shillllihs
6,044 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.
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gmg733
788 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.
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Kevin_in_GA
4,599 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.
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Kevin_in_GA
4,599 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.
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matt
15 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.
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graftonian
1,089 posts
msg #133071
- Ignore graftonian |
12/6/2016 1:30:10 PM
800 sh UVXY @ 9.19
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shillllihs
6,044 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?
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Kevin_in_GA
4,599 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.
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