matt
15 posts
msg #133069
- Ignore matt |
12/6/2016 10:22:35 AM
Long 3138 UVXY at $9.56. It's 3 blocks of 1046 shares based on the 3 long VIX signals last night. Sold 200 XIV this morning based on last night's VIX signal, bought at $42.04 out at $45.56 for profit of $704 before commissions.
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graftonian
1,089 posts
msg #133071
- Ignore graftonian |
12/6/2016 1:30:10 PM
800 sh UVXY @ 9.19
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shillllihs
6,094 posts
msg #133075
- Ignore shillllihs
modified |
12/6/2016 3:11:49 PM
Just out of curiosity, on the week leading up to the Vix spike late August 2015
that sent Tvix skyrocketing, was your system long or short? Did it catch the move?
There was also a big spike oct. 2014. Kevin?
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Kevin_in_GA
4,599 posts
msg #133076
- Ignore Kevin_in_GA |
12/6/2016 3:17:06 PM
Not sure - looking at the equity curve I don't see a lot of sudden up or down. Not really all that critical which side it was on if you look at the 5 year track record, and the last few months where it took some drawdowns but ended up profitable on a high percentage of the closed trades.
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matt
15 posts
msg #133086
- Ignore matt |
12/6/2016 6:57:46 PM
3 more long signals tonight (Long 6, 8 and 10), for a total of 6 long signals. I split my pot for this into 5 so I will just go long on 2 more blocks.
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jackmack
334 posts
msg #133090
- Ignore jackmack |
12/6/2016 9:29:12 PM
@ Matt
You must be using SS as your signals - correct?
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matt
15 posts
msg #133092
- Ignore matt |
12/6/2016 10:38:24 PM
Yes, that is correct. I signed up for the service just so I can run this system (for now). I am pretty busy learning easylanguage mainly for Tradestation strategies so I don't have any spare time to explore SS too much. So far this system has been profitable so I am using real money on it. I have decided to put more money into this system so I can go ahead and buy all 3 of the extra blocks.
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Kevin_in_GA
4,599 posts
msg #133115
- Ignore Kevin_in_GA |
12/7/2016 6:57:10 PM
There is yet another new ^VIX Long signal triggered tonight - that makes 7 open long trades effective tomorrow at the open. All open long trades are currently profitable, although some just barely.
I am long 1000 shares of TVIX and will add to this tomorrow.
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stanstuart
2 posts
msg #133119
- Ignore stanstuart |
12/7/2016 8:41:19 PM
Long 300 TVIX at 10.00 with overnight order for 1 VIX Dec 27 call option, 10.00 strike at 4.00 LMT. Thanks, Kevin, for all your work and help over the months. years.
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Kevin_in_GA
4,599 posts
msg #133133
- Ignore Kevin_in_GA |
12/8/2016 6:45:33 PM
3 new signals to close out Long trades (all entered on 12/7, yesterday). These were opened at 11.59 and are at 12.64 right now (up 9%).
The problem is that the ETFs typically used to trade these (e.g., TVIX, VXX) are NOT up nearly as much over the same time period due to how close we are to options expiration and the current levels of contango. This is a real challenge in trading volatility - nothing truly tracks the index like SPX and SPY. Keep this in mind.
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