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STUDYING THE FEAR INDEX

Have a look at how THE SUMMIT trading system has performed through the years and how it is tracked and traded here at BACKTESTING VIX.

Trading volatility ETPs can enhance portfolio diversification and be considered as an asset class by itself. But whatever you trade, VIX is the primary guide to VIX futures and ETPs behavior.

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Here are cumulative monthly percentage returns:

About 79% of months have seen positive returns. Although returns vary for different months,  I haven’t seen any clear seasonal pattern yet.

Please contact me at one of the following email addresses:

backtestingvix@hotmail.com

To understand better, below are a few trades reviews of first months trades.

MY VISITORS GLOBE – WHERE DO TRADERS COME FROM?

Map

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November the 29th 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 100% of your account for this trade.

If at the close VXX is 5% above today’s VXX opening price, leave 75% of the equity invested (75% of all the account) untill tomorrow’s open at 9.30 AM EST and close 25% of the equity (25% of all the account) at today’s close (4.00 PM EST),

OTHERWISE close 75% at today’s close (4.PM EST) and only 25% at tomorrow’s open (9.30 AM EST).

Finally a good bearish day for vix etps: profit of 2,21%.

November the 25th 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 25% of your account for this trade.

Exit at today’s close (4.00 PM EST).

Another small gain of 0,24%.

November the 23rd 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 25% of your account for this trade.

Exit at today’s close (4.00 PM EST).

A small gain to start recover: 0,4% of profit.

November the 22nd 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 75% of your account for this trade.

If at the close VXX is 5% above today’s VXX opening price, leave 66.67% of the equity invested (50% of all the account) untill tomorrow’s open at 9.30 AM EST and close 33.33% of the equity (25% of all the account) at today’s close (4.00 PM EST),
otherwise close everything out at today’s close (4.PM EST).

The fourth loss in a row: -1,14%. Every drawdown has an end. We just need to be consistent and trade the system again and again.

November the 2nd 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 50% of your account for this trade.

If at the close VXX is 5% above today’s VXX opening price, leave 50% of the equity invested (25% of all the account) untill tomorrow’s open at 9.30 AM EST and close 50% of the equity (25% of all the account) at today’s close (4.00 PM EST),
otherwise close everything out at today’s close (4.PM EST).

Notes:
I looked back for patterns and I found that:

if VXX closes higher than yesterday’s high for 5 times in a row and
if VXX closes above the open for 5 times in a row,

Since VXX inception, 3 times out of 3 VXX closed above the open next day.
Here we are today!

Have a good trading,
Marco Simioni

Losses the never come alone! Another 1,75% loss in spite of the good pattern.

 

 

October the 28th 2016

Here’s what I sent to subscribers:

Greetings traders!

Entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

Money Management: Use only 25% of your account for this trade.

Close everything out at today’s close (4.00 PM EST).

Have a good trading,
Marco Simioni

Another loss of 2%. Stressful days!

October the 27th 2016

Here’s what I sent to subscribers:

Greetings traders!

If VXX opens above yesterday’s low at 30,83
entry SHORT UVXY or TVIX or (VXX) at the market at today’s market open at 9.30 AM EST with 100% of your equity otherwise if VXX opens below 30,83 entry with only 50% of your equity.

Stop Loss = 30% or (20%) from the entry price.
Take Profit = None.

If at the close VXX is 5% above today’s VXX opening price, leave 75% of the equity invested (75% of all the account) untill tomorrow’s open at 9.30 AM EST, otherwise only leave 25% of the equity invested until tomorrow’s open.

Have a good trading,
Marco Simioni

Just a bad 7% loss. Unfortunately, they are part of the game.