johnpaulca
12,036 posts
msg #140127
- Ignore johnpaulca |
12/15/2017 3:33:35 PM
johnpaulca
11,310 posts
msg #140110
modified 12/15/2017 9:27:57 AM
TBI($27.90)...looking for a pop on 2-hr BB40
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out at $28.49... not a fast mover
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johnpaulca
12,036 posts
msg #140169
- Ignore johnpaulca |
12/17/2017 5:39:09 PM
johnpaulca
11,313 posts
msg #140122 12/15/2017 10:30:37 AM
XIV....short $132.23...stop $132.45
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didn't put a hard stop on this, could be a rough Monday.
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pthomas215
1,251 posts
msg #140170
- Ignore pthomas215 |
12/17/2017 8:23:08 PM
you never know JP. SSO is what i may switch to because of contango worries on XIV. or shorting SDS. you have a shot at the market being up and XIV down.
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johnpaulca
12,036 posts
msg #140172
- Ignore johnpaulca |
12/17/2017 10:01:25 PM
DATA($70.63)...will look for a long entry Monday
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pthomas215
1,251 posts
msg #140175
- Ignore pthomas215 |
12/18/2017 8:43:09 AM
no JP, looks like you will get punished. thought i understood contango.
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Kevin_in_GA
4,599 posts
msg #140176
- Ignore Kevin_in_GA |
12/18/2017 9:00:05 AM
On Friday the contango for the VIX was over 17%, and the roll yield (the difference between the spot VIX and F1) was at 5.3% - the gap has to be erased by Wednesday, meaning there are only two days in which to move F1 down or VIX up. At these levels of contango, XIV had a strong tailwind heading into this week, plus the usual seasonality of the Santa Claus Rally.
I unloaded my XIV too early on Friday. Will be buying more at the open today.
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pthomas215
1,251 posts
msg #140177
- Ignore pthomas215 |
12/18/2017 9:12:06 AM
good explanation kevin. thank you.
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Kevin_in_GA
4,599 posts
msg #140178
- Ignore Kevin_in_GA |
12/18/2017 9:12:16 AM
Some neural network system trades (been working on these a lot of the past few weeks):
For today:
XIV - new BUY signal
XBI - new BUY signal (short LABD or go long LABU)
SLV - new SELL signal (short USLV or go long DSLV)
RSX - new BUY signal (short RUSS or go long RUSL)
These trades are based off of weekly data, and typically return 5-10% in a few weeks. I will be taking positions in these today, and will post what I get for entry prices.
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Kevin_in_GA
4,599 posts
msg #140181
- Ignore Kevin_in_GA
modified |
12/18/2017 9:51:42 AM
XIV BUY - long XIV 3000 shares at $135.05
XBI BUY - short LABD 10000 at $5.09
SLV SELL- short USLV 10000 at $10.00
RSX BUY- long RUSL 1000 shares at $49.90
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nibor100
1,096 posts
msg #140182
- Ignore nibor100 |
12/18/2017 10:39:22 AM
An easy way to get historical contango data to copy and paste into Excel from Vixcentral.com for the life of XIV:
http://vixcentral.com/historical/?days=1808
Ed S.
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