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| johnpaulca 12,036 posts msg #139169 - Ignore johnpaulca |
11/8/2017 4:51:26 PM it must have a killer equity curve, would love to see it sometime. You can use TinyPic to post...cheers!! |
| Kevin_in_GA 4,599 posts msg #139171 - Ignore Kevin_in_GA |
11/8/2017 7:19:13 PM Here you go - XIV Buy and Hold is in red. Period is 1/1/2013 through 11/1/2017. Like I said, it is very hard to beat a simple buy and hold on XIV in terms of ROI, but this system does almost as well with a much smoother equity curve and high Sharpe Ratio.  |
| SAFeTRADE 649 posts msg #139172 - Ignore SAFeTRADE |
11/8/2017 10:47:32 PM Kevin, it appears you are using a volatility stop. I don't know if that is determining the entry but they look like they could be. I use an atr(10) * 1.5. That line looks somewhat akin to that line on the chart. Excellent work! C.J. |
| johnpaulca 12,036 posts msg #139173 - Ignore johnpaulca |
11/8/2017 10:48:46 PM a work of art, it should be framed an displayed at the traders museum (: |
| Kevin_in_GA 4,599 posts msg #139174 - Ignore Kevin_in_GA |
11/9/2017 8:08:47 AM Here it is using TinyPic (photobucket now requires payment to support third party hosting):  |
| johnpaulca 12,036 posts msg #139175 - Ignore johnpaulca |
11/9/2017 9:14:49 AM XIV....looking at this chart last night it still it looks "sick", money was leaving and confirms why I'm shorting. |
| johnpaulca 12,036 posts msg #139176 - Ignore johnpaulca modified |
11/9/2017 9:17:57 AM VIX...R1 is now 11(10.91), R2 = 11.29 |
| johnpaulca 12,036 posts msg #139178 - Ignore johnpaulca |
11/9/2017 9:31:22 AM XIV...could scalp at $108.22 on the oversold bounce |
| Kevin_in_GA 4,599 posts msg #139179 - Ignore Kevin_in_GA modified |
11/9/2017 9:44:29 AM My NN system gave me 3 sell signals (2 for trades I was in until yesterday) and the SS multisystem gave 1 SELL and 1 new BUY. Having no current position in play I will trade the BUY signal as new - not that they cancel each other out like what would be the case if I still had open positions. Limit order in place for 1000 shares of XIV at 108.00. Contango is still at 11% even with today's action, and the roll yield is 4.5% with only four days left until expiration. |
| johnpaulca 12,036 posts msg #139180 - Ignore johnpaulca |
11/9/2017 9:49:14 AM I'm looking at $106.92 for a long position or VIX closer to 11.29...will wait and see. |
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