VIX 4 Trading - 1Q15

littletiger

Feb update.

littletiger

heheboy 发表于 2015-2-17 05:40 PM
i long some uvxy today, hope make some profit

have you got out UVXY by making any profit?

heheboy

cut it already, no gut to hold long term, this baby is designed for short...

heheboy

littletiger 发表于 2015-2-28 02:13 PM
Feb update.

老大，下次通知声，你的操作牛

littletiger

heheboy 发表于 2015-3-3 09:01 PM
老大，下次通知声，你的操作牛

Shorting UVXY at $17.2

Not a very strong signal. May end up with small loss. 5% stop out loss is being in place.

hunting2015

littletiger 发表于 2015-3-5 02:15 PM
Shorting UVXY at $17.2

Not a very strong signal. May end up with small loss. 5% stop out loss i ...

这个时候开空？都是底部了啊！

heheboy

uvxy tends to loose a lot at the bottom of VIX, look at May 2014-July 2014, if market keeps staying in range uvxy can go down a lot.

littletiger

hunting2015 发表于 2015-3-5 07:54 PM
这个时候开空？都是底部了啊！

i go with my signal. it is never a perfect signal, but it dose produce 50% return year over year. you probably see its performance even during Jan.2015 when UVXY is on the uptrend.

hunting2015

heheboy 发表于 2015-3-5 08:29 PM
uvxy tends to loose a lot at the bottom of VIX, look at May 2014-July 2014, if market keeps staying  ...

多谢解释。

QQQ?

不要追求偶然的暴利，要持久的盈利。

littletiger

hunting2015 发表于 2015-3-5 10:46 PM
多谢解释。

Cover signal with loss in the morning. It seems my system has relative poor performance when VIX is below 15.
By looking at VIX chart, it seems it is only backtesting EMA250. therefore, shorting UVXY will still be fine in the coming weeks/months.

After all, it is a signal that I have to stick to, or I have to redesign the system.

littletiger

Daily signal (duration over days and weeks) is still in mode of LONG XIV

littletiger

littletiger 发表于 2015-3-7 09:37 AM
Cover signal with loss in the morning. It seems my system has relative poor performance when VIX ...

try to enhance the system for case when VIX < 15. I tried the rule of taking profit at 3-5%, and it does not improve any performance  in the testing.

littletiger

As of March 26th result, it loses $2K for all closed trades in March although currently, the open trade has a profit of $4K. Let's wait and see.

Daily signal is still in long XIV mode (short UVXY); But the sell signal can come anytime soon. (because I already see early warning signals)

补充内容 (2015-3-22 10:27 AM):
The open trade will be closed in the next trading day according to the signal. overall when VIX is below 13, the risk / reward is getting much higher. smaller size or use 5% hitting target

heheboy

多谢老大，这个系统可以收费了，我愿意付费

littletiger

the results shown here are similar to the trading competition test as of Mar 21, 2015. Both the competition result and the trades I posted here (vs. my actual account) have a gain about 20% in 3 months.

But, I am only ranked number 5. And there are 4 superheros who are much better than me in the trading test.

littletiger

heheboy 发表于 2015-3-22 08:00 AM
多谢老大，这个系统可以收费了，我愿意付费

still working on it.

It seems to me that the strategy is able to consistently make money (from historical backtesting over 4 years, a few months paper trade test and a live trading test over the last 3-4 month period when VIX jumped up and down with quite a lot volatility), the incentive to sell signals is not that strong.  

(I agree on the common suspect that if you have a good strategy, why do not you keep it to yourself and why do you want to sell signals?)


I am working with one guy to make it auto-tradable. then I will think of sharing.

littletiger

heheboy 发表于 2015-3-22 08:00 AM
多谢老大，这个系统可以收费了，我愿意付费

补充内容 (2015-3-22 10:27 AM):
The open trade of Shorting UVXY will be closed in the next trading day according to the signal. overall when VIX is below 13, the risk / reward is getting much higher. smaller size or use 5% hitting target is a better way

littletiger

actual trading account (it has contribution from other strategies)

heheboy

littletiger 发表于 2015-3-22 11:45 AM
actual trading account (it has contribution from other strategies)

any plan on making the system accessible to us? thank you