You did not read the thread from the beginning :) Of course I trade my strategies.. Both of them to reduce the DD..
The data for 2008 is not exists.. Look at 2011 how the strategy behaved when the VXX jump 300%.. One of the best year of the strategy..
32%. No more.. Check again..
Ok. Lets try to clarify for you all the misunderstanding points: 1. The strategy DID more than 100%. See the performance and the trades. Do...
Here are my answers to your post: 1. It is not clear for me what you are trying to say. Do you want to say that the strategy performance is only...
Why? Did you see all the live trades? Did you see how it takes Long volatility when the VIX is jumping? How can you say something like that...
100%? Never happened before..Maybe only Kim can bring this number :) The max was 32% in 6.24.2016.. The system made 7% at that day :)
Where do you see 50% DD? :) You wrote: "I suspect reality will teach you soon".. By Soon you mean tomorrow, next week, next month, next year or...
Where do you see 50% DD? :)
This exactly what I am trying to do here :thumbsup:
You can protect against black swan with Call OTM options during the year with a cost of 15% of the profits..
I speak about Live trading..
In December 16, 2016 I wrote this: "Few weeks ago I have started here my best overnight strategy for VIX instruments. I trade it in the last 2...
Spike= VXX go up minimum 10% during the day..
Separate names with a comma.