Filter Exchange · I Hate Giving Up All My Secrets But
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dtatu msg #131475 |
9/24/2016 11:15:28 AM
Sincerely, unless somebody brings solid, real time proof that this system works both with long and short signals, I think the only way one can hope having a winning system with leveraged , volatility ETFs, is to take only the SHORT signals (decreasing volatility) on VXX, TWIX.( and maybe going long the inverse XIV;not sure though)
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Filter Exchange · I Hate Giving Up All My Secrets But
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dtatu msg #131330 |
9/20/2016 10:49:41 AM
RE:
"Just what I'm trading now. You can catch all the action at collective2.
My system is called Donkey Punch Vix and it's currently up 115% in less
than 6 months. It currently sells for $29, but will soon quadruple."
I can't find any trace of it on Collective2.Can you help?
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Filter Exchange · A NEW ^VIX TRADING SYSTEM
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dtatu msg #131321 modified |
9/20/2016 1:30:13 AM
Re:
"You can run strata search for tvix, Xiv, Vxx or whatever you want. I already have one for Svxy. This thread gave me an idea to do short strategies for drag products. Still ..."
In real life , though, I see, quite often, " short sale restrictions" on TVIX or XIV: right now, TVIX, is under a short selling restriction until 20 Sept at 20.00; so, playing the short side on these ETF will not be possible when the market moves big against them
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Filter Exchange · I Hate Giving Up All My Secrets But
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dtatu msg #131187 |
9/15/2016 5:37:17 PM
Thanks for the interesting idea.
Question: backtesting leveraged ETF like TVIX, VXX, which were reverse split many times over the years, influences ,positively, the results of the system ?
May Some of the signals not be true, using these charts? ( example: no farther than October 2015, the close of TVIX turns around 1400, according to a 2 year SF chart , which is, definitely not a real price, but one obtained in order to fit all the reversal splits since then)
Just asking; I afraid that in real time , this system might not be the same??
Anybody has any experience with backtesting these leverage ETF's?
Take a look at this link, too:
https://www.splithistory.com/?symbol=tvix
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Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
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dtatu msg #114104 |
6/15/2013 12:06:57 AM
Yes, you should feel bad !!
Solidarity in stupid decisions and stupid losses, this is what conforts you?
You put together a simple and , what seems to be, a profitable system and you are not even able to follow it step by step? Yes, you should feel bad !
A profitable system is a SUM of wins and losses with a positive (profitable) outcome. The losse are part of the system ! You take them ALL or you are OUT of your system and you lost your time since 2010 in this Forum...
Actually , this Forum seems to be lead by an Academic of systems- unable to pull the trigger himself in real time, and a bunch of losers , who are unable to...anything !
I'm out, but I should thank Kevin for his idea, which I took as a basis to some very profitable, sytematic, disciplined trading on etfreplay.But I do trade them ALL and take the losses and wins, as they are BOTH essential !
Maybe one day you'll get it...
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Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
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dtatu msg #113169 |
5/7/2013 9:38:13 AM
You're right, Kevin: systems are,indeed, never 100% accurate...Humans are much less,though. And, what usually happens is that when you finally decide to go back to the system you'll maybe hit the worst month of the year?
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Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
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dtatu msg #113136 |
5/5/2013 1:39:24 PM
Kevin, I can understand your decision to move into cash or in a low risk income instrument, but,this is not a decision based on a systematic, objective signal, but rather a more or less subjective one, based on some previous May results.
Then, why use a system if you do not follow it anyways?
At least, if you think there is a "seasonal" behaviour to your system, why not test it and, if positive results come out of it, trade it only seasonally?
Dan
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