Kevin_in_GA
4,599 posts
msg #132686
- Ignore Kevin_in_GA
modified |
11/22/2016 7:54:45 AM
Just to make sure everyone is up to date on system performance, here are all of the trades opened and closed since 11/1 (my last update):
Symbol L/S EntryDate EntryPrice ExitDate ExitPrice GrossTrade NetTrade DaysHeld
^VIX Long 11/10/2016 14.03 11/11/2016 14.81 5.85% 5.56% 1
^VIX Short 11/3/2016 19.83 11/11/2016 14.85 25.29% 25.11% 6
^VIX Short 11/2/2016 19.07 11/10/2016 14.03 26.61% 26.43% 6
^VIX Short 11/2/2016 19.07 11/15/2016 14.18 25.83% 25.64% 9
^VIX Short 11/2/2016 19.07 11/10/2016 14.03 26.61% 26.43% 6
^VIX Short 10/28/2016 15.65 11/8/2016 18.94 -20.74% -21.02% 7
^VIX Short 10/28/2016 15.65 11/10/2016 14.03 10.59% 10.35% 9
^VIX Short 10/27/2016 14.35 11/10/2016 14.03 2.51% 2.23% 10
Others here - please verify. To me it looks like the system has continued to perform admirably with only one loss in the last 8 trades.
We have 2 open long trades that are currently down, but no exit has been triggered yet. Patience.
Remember that in each trade you are not committing more than 20% of your equity assigned to this approach (which should be one of several investing strategies in play, to help smooth out any rough patches).
Kevin
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jackmack
334 posts
msg #132688
- Ignore jackmack |
11/22/2016 8:38:33 AM
Sorry - not sure but I got the email last night from SF and #4 had a buy for this morning.
Did anyone else get this?
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ferndave
65 posts
msg #132693
- Ignore ferndave |
11/22/2016 9:11:59 AM
I have #4 triggering after Friday's refresh for a Monday buy. No changes for 11/22.
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Kevin_in_GA
4,599 posts
msg #132700
- Ignore Kevin_in_GA |
11/22/2016 1:14:27 PM
I re-ran my signals and there are two ongoing trades - no new signals since last week.
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jackmack
334 posts
msg #132715
- Ignore jackmack
modified |
11/22/2016 8:30:32 PM
Anyone else getting SF #4 long tonight?
All I did was go to first page and just looked down each filter.
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dtatu
143 posts
msg #132716
- Ignore dtatu |
11/22/2016 9:52:35 PM
No.
Still " HOLD 2 LONGS (9&4)
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jackmack
334 posts
msg #132719
- Ignore jackmack |
11/22/2016 10:38:00 PM
Ah
Now I got it - it's still the same trigger
Thank you
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shillllihs
6,097 posts
msg #132722
- Ignore shillllihs
modified |
11/23/2016 8:32:53 AM
I see some glossy figures on the Vix but, has anyone come to a consensus on the vehicle
to use? Can anyone show what Vxx Xiv would return as a whole combining all the units?
I know some of you will argue to use options but I don't think they're as practical.
Has anyone tried to do what is being done here with,
Spy Sh Spxl Spxu Nugt Dust? Would it work or are there not enough good results?
If so, this would solve the vehicle issue. I mostly want to know the answer to this
question.
Happy days...
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dtatu
143 posts
msg #132724
- Ignore dtatu
modified |
11/23/2016 8:44:30 AM
To me, is quite obvious that one should not use a straight wasting product ( whether 1x or, even less, 3x) in low VOL/ contango environement, for the BUYS:
then
1. LOW VOL/Contango : with these ones: don't take buys, take only sells ( or , consider spreads to cancel the wasting nature of the pruduct)
2. HIGH VOL/ backwardation x 2 :Stay out ( or use them , at your own risk)
* I know: sitting on your hands and staying out is the most difficult of ALL the actions;I live that every day
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jackmack
334 posts
msg #132729
- Ignore jackmack |
11/23/2016 10:57:39 AM
dtatu
Quick question - is the impact on decay say on TVIX or XIV not reduced since never holding a position longer than 10 days?
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