TVIX Trade Study

silicon_beaver

TVIX is one of the latest 2x ETF (launched Nov. 2010), newer than FAS/FAZ (Nov 2008). Its vol. is at similar level of FAS/FAZ. Its 200SMA is incomplete, cannot cover one year yet.

In my TVIX chart, possible entries are marked with green-lines. But still cannot exclude an invalid signal (Jan 17 - 23).
As ETF feature, not worth long-term.





TVIX statistical analysis. Assume TVIX has been in Red/green “N” days (using yahoo finance data as of Feb 10 2012 Friday).


Note:

• Historically, TVIX down days (176) more than up days (125). Total just over 300 trade days.
  
• TVIX Red days. Next day TVIX is still with high chance to go red (N= 1 to 6 days) unless TVIX in 7 consecutive red days.
• Green/Up day. Pay attention to N=3, or 4 days. next day has much higher chance to continue green.
• Hint: TVIX, 买涨不买跌. i.e. its entry occurs when it's first time to move up.
  

awc3

NZX

ddd

If STO crosses down at below 30 levels, short it is also a way to go.

silicon_beaver

ddd 发表于 2012-2-11 16:32 If STO crosses down at below 30 levels, short it is also a way to go.

Laoda ddd is correct. I added the red-line marks.

btw, for present TVIX case, it's up four consecutive days. Up = 4. The data table lower portion says, next day TVIX Up chance 87.5% (= 7/8); Down chance 12.5% (= 1/8), historically.
Monday, likely, TVIX goes Up. Let's see.

nnd1

I STARTED to watch it weeks ago. but  I could not set aposition..

CoolMax

Don't waste of your time.

THE ONLY VALID TRADE IS SHORT!
but iDoubt you can borrow the share from broker.

珍惜生命,远离TVIX!

sycamores

回复 CoolMax 的帖子

CM is right. 2x,3x all ETFs are not good for investment.

CM will have to repeat it again since nobody listen to him.