VIX Trading Signals
These strategies have an additional risk over usual trading due to the structure of traded products, underlying indices, and limited historical data. They are for experienced traders. Past performance is not a guarantee of future returns and risks.
Our signals follow two models. A Hedged Model going long simultaneously in XIV and TMF, or in cash. A Trend Model with 1 position in XIV, ZIV, TMF, TMV or cash. The models have been designed in August 2013 and revised twice since then. Some rules have been simplified. A leveraged inverse bond ETF has been added in the Trend Model in anticipation of a rising rate environment. The last model revision was in December 2015. Models give weekly signals and are based on daily data. They have no stop loss. It may be safer to set a trailing stop between -12% and -20%, but in case of a flash crash, a stop order may not be executed at the expected price. The following simulations from 1/1/2011 to 1/16/2017 include backtest periods and real performance periods. Past performance is not a guarantee of future returns and risks.
XIV and ZIV have been traded since the end of 2010. The next charts show symmetric short models using VXX,VXZ,TBT,UBT simulated from April 2009 to December 2010. As the design interval was 1/1/2011-8/1/2013, it is an out-of-sample simulation.
Trend Model short:
Hedged Model short:
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VIX Trading Signals: 47 USD / month*.
Information is sent by email every week. It contains the holdings for the week. This is a model portfolio for informational purposes. It is not a recommendation to buy or sell securities. We provide an opinion about the market. Every subscriber is free to use it in any way for individual purpose, except disseminating included information. You are responsible for all consequences of using this information. Trading is risky. We are not a RIA and cannot provide personal advice. If you have a doubt, please consult a registered advisor.
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