| StockFetcher Forums · Stock Picks and Trading · VXX | << 1 2 >>Post Follow-up |
| karennma 8,057 posts msg #122101 - Ignore karennma |
12/1/2014 11:22:33 AM Re: karennma 4,887 posts msg #122062 11/25/2014 9:40:00 AM This is crazy. Have you looked at the VXX? ============================ I knew it! Hit the low of 26.59 on the 11/26/14. Now it's 28.50 Guys, if you want to know ahead of time what the market's gonna do, I'm telling you -- watch VXX. |
| guspenskiy13 976 posts msg #122130 - Ignore guspenskiy13 modified |
12/2/2014 7:08:48 PM and what's so special about the weighted combo of 1st/2nd VIX futures? :) |
| SFMc01 358 posts msg #122133 - Ignore SFMc01 |
12/3/2014 10:23:29 AM karennma : Thank you for your many insights. Respectfully, would you please explain further about how you actually use your observations about the VXX. Thank you |
| karennma 8,057 posts msg #122139 - Ignore karennma |
12/3/2014 7:14:31 PM SFMc01, Re: VXX A picture's worth a thousand words. You can use your charting software OR .. go to Yahoo Finance. Go to Charts "Interactive". In the "enter symbol" box on the left, type VXX and click 1 yr. There's your VXX chart. Then, click the + in the comparison box and add the indices (DOW, NAZ & S&P) Valleys on the VXX are peaks on the indices and the inverse is so as well. (Sorry I don't know how to post screenshots, otherwise I'd do so.) The cool thing is, you can apply your Stockfetcher filters to VXX to get your signals. Following is part of my post about VXX under the AAPL thread. I knew a drop was coming soon. four 1,994 posts msg #122067 - four 11/26/2014 12:15:30 AM selling at a false "top" ------------------------------- k, how do you try to filter false tops out? ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ How? In this particular case, I don't know. I checked the VXX, and freaked out. |
| guspenskiy13 976 posts msg #122145 - Ignore guspenskiy13 |
12/4/2014 12:31:57 PM couple days ago I went to prophet charts in ToS and plotted YTD XIV vs VXX in percentage funny thing - each cross of XIV vs VXX resulted in quite big returns (or losses) for one or another not sure if that's what you mean - but that was interesting to see.... |
| karennma 8,057 posts msg #122147 - Ignore karennma |
12/4/2014 1:40:21 PM Did you overlay them? HOW do you do that on ToS? |
| karennma 8,057 posts msg #122148 - Ignore karennma |
12/4/2014 1:48:20 PM Nevermind. I just overlayed XIV/VXX on Yahooo Finance. That chart also gives you percentages. IMHO, what's kool is, both VXX and XIV can be run in your Stockfetcher filters like stocks. |
| karennma 8,057 posts msg #122149 - Ignore karennma |
12/4/2014 1:49:07 PM @ guspenskiy13, Thanks for bringing that to my attention. :>) |
| guspenskiy13 976 posts msg #122150 - Ignore guspenskiy13 modified |
12/4/2014 3:18:54 PM You can overlay in ToS by using "comparison" study in regular charts or by using "comparison" tab in prophet charts. By versus I meant overlay... 
From logical point of view this is nothing...it just shows when one instrument become more profitable than another on a given time-frame period....the timing isn't great either....but certainly worth of looking at... Although, look at this chart... I don't know, whether to call it XIV underperformance or VXX (certainly UVXY)... but the message is clear...a theoretical short position in both of inverses should result in limited-risk profit from the decay... 
VXX/XIV 50/50 short 3 months 
The only times when this shouldn't work are "unstoppable" XIV rallies like the one we say in may to july '14. Overall, this should reduce volatility at a decent return - outperforming SPY with less DD and higher results... What is important is the timing of initiation such position and re-balancing.... P.S. With a double short you can also get into more active management during the times of elevated volatility and close out the winning side, while adding to losing. Easier timing IMO. |
| Eman93 4,750 posts msg #122215 - Ignore Eman93 |
12/12/2014 8:39:07 AM This is Kevins |
| StockFetcher Forums · Stock Picks and Trading · VXX | << 1 2 >>Post Follow-up |