StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 41 42 43 44 45 ... 49 >>Post Follow-up
tennisplayer2
210 posts
msg #133199
Ignore tennisplayer2
12/12/2016 10:08:45 PM

Matt, thanks for the update.

jackmack
334 posts
msg #133200
Ignore jackmack
12/13/2016 9:14:32 AM

Kevin_in_GA
What I meant to convey buy showing the entry signals is that you can either be in XIV or VXX.
And XIV has done pretty well over longer hold periods whereas VXX is typically shorter hold times.

shillllihs
5,804 posts
msg #133201
Ignore shillllihs
modified
12/13/2016 3:07:14 PM

From my experience, being long Xiv is the only sure play with this system or any other when market is in bull phase. This system does great when signals are short but not well on long signals.
Maybe it's due to high contango or contango in general. Maybe it's all opposite in backwardation.
Best way to play this is ride out Xiv when Vix short, & play Tvix long for 1 day when long.
Ideally, you want a system that signals when to be out of Xiv so you can constantly buy the dips
to stay long till bull run ends. Not sure if all that switches in bear market.


My point is, trying to catch Vix long is always tempting, but every attempt ends up sloppy.
Sometimes you catch it but much more often than not it fails and wipes out the sure and ez Xiv profits.
This all comes back to patience to sit out days and weeks, 16 months from Jan 2008 - May 2009, something humans seem to lack.

matt
15 posts
msg #133207
Ignore matt
modified
12/13/2016 6:03:23 PM

Sold my shares of UVXY at $9.64 for net profit of $1032 after commissions.

Doing this live, I think this can be profitable going long, so far I found the trick is in keeping track of UVXY/VXX prices and not simply buying at open. I have lost out on more profits by starting with that principal only to see a fairly sharp dropoff in price not long after. But so far I have made money, this time it was a relatively modest return but my account value is still moving up which is the important thing.

So a ton of thanks again to Kevin for sharing this system. I am going to keep going with it and will report my results as they happen. Kevin, if you are ever in Pittsburgh, hit me up and I'll treat to beers and/or cocktails all night.

Kevin_in_GA
4,599 posts
msg #133209
Ignore Kevin_in_GA
12/13/2016 8:25:20 PM

I'll keep that offer in mind. Thanks!

Kevin_in_GA
4,599 posts
msg #133210
Ignore Kevin_in_GA
12/13/2016 8:32:26 PM

New signal tonight to close out one ^VIX long trade (opened on 12/6) - currently up 4.35% but that is not really how the ETFs are doing. Contango level right now is actually quite high at slightly over 16%, and the ^VIX options expire next week, so the ETFs are really not tracking the ^VIX right now, and the ^VIX is going up as the SPX goes up, which is counter to what normally happens. My guess is that traders are hedging against the FOMC rate hike tomorrow.

Caution on opening any new positions right now.

dtatu
134 posts
msg #133215
Ignore dtatu
12/14/2016 8:19:11 AM

I remember reading that this " in sync" move VIX- SPX might appear at close to a TOP in the market, when the players start anticipating a turn and buy protection; it makes sense...

Kevin_in_GA
4,599 posts
msg #133233
Ignore Kevin_in_GA
12/14/2016 7:41:58 PM

Two new signals for tonight - close the long position opened on 12/08/16 (currently up 9%) and open a new SHORT position on the ^VIX.

So tomorrow there will be one long position (opened on 12/6, currently up 8%) and one new short position.

Kevin_in_GA
4,599 posts
msg #133251
Ignore Kevin_in_GA
12/15/2016 6:37:25 PM

Two new signals for tonight as well - close the short trade opened this morning (up a little over 2%), and open 1 additional long ^VIX trade. As of tomorrow that means 2 long ^VIX positions, no short positions.

Kevin_in_GA
4,599 posts
msg #133264
Ignore Kevin_in_GA
12/16/2016 6:41:19 PM

No new signals for tomorrow - keep holding the 2 open long trades.

StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 41 42 43 44 45 ... 49 >>Post Follow-up

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