Kevin_in_GA
4,599 posts
msg #132989
- Ignore Kevin_in_GA |
12/1/2016 7:34:54 PM
My SS system for shorting TVIX just triggered again - 216 trades in the last 5 years with a 95% success rate. The trades are triggered at the open tomorrow but I might look to see if a better entry can be obtained.
Do not go backing up the truck on any long ^VIX trades just yet ...
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johnpaulca
12,036 posts
msg #133000
- Ignore johnpaulca |
12/2/2016 12:45:20 AM
johnpaulca
10,295 posts
msg #132873 11/29/2016 9:20:51 AM
TVIX($11.73)....BB40 very squeezed on 2-hr chart, look for a bounce.
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you're looking for the retracement(short) after the breakout, a high probability short. My long target was $12.66. Target for the retracement is just below $12.
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Kevin_in_GA
4,599 posts
msg #133067
- Ignore Kevin_in_GA |
12/6/2016 9:38:56 AM
Long 1000 shares of TVIX at $10.50.
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johnpaulca
12,036 posts
msg #133070
- Ignore johnpaulca |
12/6/2016 10:38:58 AM
SPY...looking for failure at 220.98 before shorting
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BarTune1
441 posts
msg #133072
- Ignore BarTune1 |
12/6/2016 1:35:44 PM
11/30/2016 9:20:35 PM
Definately want to close before they go ex-dividend. In any event, this pair tends to revert to the mean very quickly ... currently long 1,989 shares of EVV and short 2,400 shares of DSU. Was able to pick up EVV at $13.326 and sell DSU at $11.079 today @ around 11:52 am.
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Was just able to cover DSU at $11.06 and sell EVV @ $13.604 on a cross back to the BB(100,1) .... gain of $598.54 before $19.96 in total commissions .....
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mahkoh
1,065 posts
msg #133085
- Ignore mahkoh |
12/6/2016 6:32:36 PM
Nice trade. The pair appears highly cointegrated and a little less correlated, although a recent spike in DSU according to yahoo data distorts the picture.
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BarTune1
441 posts
msg #133087
- Ignore BarTune1 |
12/6/2016 8:49:14 PM
DSU underwent a split recently which distorted some data depending on your source. I play a number of pairs usually from a breach of the BB(100,3) back to the (100,1). Best way to picture these is through stockcharts. You can custom set the BBs and simply enter EVV:DSU (use a colon to separate 2 securities) to chart the pair. This particular pair has made me money everytime I've played it. Kevin gave me this pair which I believe he got from pairtradinglab.com
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mahkoh
1,065 posts
msg #133110
- Ignore mahkoh |
12/7/2016 2:07:26 PM
Short EVV/ long MMT looks like a similar setup.
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BarTune1
441 posts
msg #133127
- Ignore BarTune1 |
12/8/2016 11:41:14 AM
Good call on MMT:EEV ... I add that one to my pair database. Tight spread but it looks like you can squeeze a percent or two out of it on certain days. Quite often this happens around the ex-dividend dates when there is higher volume because certain traders want the dividend whereas others don't - usually a tax arbitrage play.
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Eman93
4,750 posts
msg #133137
- Ignore Eman93 |
12/8/2016 11:49:18 PM
TZA in extremely over sold. Better to buy the pull back in TNA than short this other than a scalp.
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