Kevin_in_GA
4,599 posts
msg #131805
- Ignore Kevin_in_GA |
10/6/2016 8:48:17 PM
SIGNALS FOR FRIDAY 10/7/16
NEW SELL SIGNAL TRIGGERED FOR TRADE OPENED ON 09/27/2016.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 09/27/2016 | 13.36 | SELL AT OPEN TOMORROW | 12.84 | -3.89% | | LONG ^VIX | 09/28/2016 | 12.90 | - - - - - | 12.84 | -0.47% | | LONG ^VIX | 10/06/2016 | 13.11 | - - - - - | 12.84 | -2.06% | | | | | | | |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) | | SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% |
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Kevin_in_GA
4,599 posts
msg #131809
- Ignore Kevin_in_GA |
10/7/2016 10:03:55 AM
Just for transparency, I am staying long on my current VXX trades rather than close them out as the system is indicating. Personal choice in how to play this trade, recognizing that this is not what the system is suggesting to do.
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Kevin_in_GA
4,599 posts
msg #131844
- Ignore Kevin_in_GA |
10/9/2016 3:38:25 PM
SIGNALS FOR MONDAY 10/10/16
NO NEW SIGNALS TRIGGERED.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 09/28/2016 | 12.90 | - - - - - | 13.48 | +4.50% | | LONG ^VIX | 10/06/2016 | 13.11 | - - - - - | 13.48 | +2.82% | | | | | | | |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) | | SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% |
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Kevin_in_GA
4,599 posts
msg #131855
- Ignore Kevin_in_GA |
10/10/2016 8:02:25 PM
SIGNALS FOR TUESDAY 10/11/16
A NEW LONG BUY SIGNAL HAS TRIGGERED FROM VIX LONG BUY FILTER #5 (ALTHOUGH IT IS NOT SHOWING IT USING THE SF CODE).
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 09/28/2016 | 12.90 | - - - - - | 13.38 | +3.72% | | LONG ^VIX | 10/06/2016 | 13.11 | - - - - - | 13.38 | +2.06% | | | | | | | |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) | | SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% |
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dtatu
143 posts
msg #131857
- Ignore dtatu |
10/11/2016 10:08:08 AM
My take on today's signal
CREDIT 1 : + ES FOP 20161104 2200C - ES FOP 20161104 2160C 16.25 SMART(USD) 08:34:38
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gmg733
788 posts
msg #131863
- Ignore gmg733 |
10/11/2016 3:25:44 PM
Short Put Spread in VIX; Nov16, -1 16 Put, +1 14 Put
VIX is up 20.25% today and my ITM Put spread is now OTM and it is up 20.18% today
Close to being 1:1. I'll keep working on this when time permits. On the next signal I may sell a closer dated spread since the average hold is 10 days. I don't know that it will matter. What this points to as a thesis is the spread is as predicted a delta play. Yes there is a little boost from theta, but not a lot. I wanna see if a shorter date options theta can offset some b/a spread slippage.
Yes this is one data point. So no absolute.
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Kevin_in_GA
4,599 posts
msg #131868
- Ignore Kevin_in_GA |
10/11/2016 7:34:22 PM
SIGNALS FOR WEDNESDAY 10/12/16
ALL CURRENT OPEN LONG POSITIONS ARE TO BE CLOSED AT THE OPEN TOMORROW.
5 NEW SHORT SELL SIGNALS HAVE BEEN TRIGGERED. THIS WOULD BE GOING FULLY SHORT ON THE ^VIX SINCE THE TARGET PORTFOLIO SIZE IS 5 UNITS.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 10/11/2016 | 13.71 | SELL AT OPEN TOMORROW | 15.36 | +12.04% | | LONG ^VIX | 09/28/2016 | 12.90 | SELL AT OPEN TOMORROW | 15.36 | +19.07% | | LONG ^VIX | 10/06/2016 | 13.11 | SELL AT OPEN TOMORROW | 15.36 | +17.16% | | | | | | | |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) | | SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% |
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Kevin_in_GA
4,599 posts
msg #131871
- Ignore Kevin_in_GA |
10/12/2016 8:52:27 AM
Personally, I will probably only take the equivalent of three or four units shorting ^VIX today, just to keep some dry powder on hand just in case. I have a few other ^VIX-related multi-signal systems like this and every one of them has made multiple short sell signals and signaled to close all open long positions.
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graftonian
1,089 posts
msg #131878
- Ignore graftonian |
10/12/2016 12:22:41 PM
Kevin, Thanks again for all your hard work. So far my first 5 trades have resulted in 11.2%, 4.6%, -1.8%, 8.9%, and -1.7%. These percentages are net (after commissions), and using UVXY as a surrogate. Shorted today using SVXY.
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Kevin_in_GA
4,599 posts
msg #131883
- Ignore Kevin_in_GA |
10/12/2016 7:44:28 PM
SIGNALS FOR THURSDAY 10/13/16
NO NEW SIGNALS TRIGGERED.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT ^VIX | 10/12/2016 | 15.53 | - - - - - | 15.91 | -2.45% | | SHORT ^VIX | 10/12/2016 | 15.53 | - - - - - | 15.91 | -2.45% | | SHORT ^VIX | 10/12/2016 | 15.53 | - - - - - | 15.91 | -2.45% | | SHORT ^VIX | 10/12/2016 | 15.53 | - - - - - | 15.91 | -2.45% | | SHORT ^VIX | 10/12/2016 | 15.53 | - - - - - | 15.91 | -2.45% | | | | | | | |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) | | SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016/td> | 15.53 | +18.13% |
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