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.
|
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.
|
pthomas215
1,251 posts
msg #140177
- Ignore pthomas215 |
12/18/2017 9:12:06 AM
good explanation kevin. thank you.
|
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.
|
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
|
nibor100
1,010 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.
|
johnpaulca
12,036 posts
msg #140184
- Ignore johnpaulca |
12/18/2017 11:50:48 AM
LABU($70.22)....hanging on to daily buy signal
AAPL...broke out from bull flag on Fri...nice pop today
/CL...still toying with a breakout...picked up SLB just in case the Saudi's take crude to $60
|
johnpaulca
12,036 posts
msg #140191
- Ignore johnpaulca |
12/18/2017 1:24:03 PM
johnpaulca
11,318 posts
msg #140109
modified 12/15/2017 9:24:22 AM
SCCO....trading range 42-44....great stock for scalping
*********************************************************************
now $44.70...looking to break out...too bad, had a lovely trading range.
|
johnpaulca
12,036 posts
msg #140192
- Ignore johnpaulca |
12/18/2017 1:31:30 PM
johnpaulca
11,319 posts
msg #140110
modified 12/15/2017 9:27:57 AM
TBI($27.90)...looking for a pop on 2-hr BB40
***********************************************************
pop to $29.40
|
johnpaulca
12,036 posts
msg #140193
- Ignore johnpaulca |
12/18/2017 1:33:17 PM
johnpaulca
11,320 posts
msg #140113 12/15/2017 9:35:01 AM
johnpaulca
11,305 posts
msg #140112
- Edit message 12/15/2017 9:30:02 AM
WRLD($79.65)...nice setup on 2-hr...looking to trade this
**************************************************************************
hit $83.10
-never got my fill on this.
|