Long 215 VXX @$41.52 Previous trades here: https://stocktwits.com/VolAlgo1
Short-term Algo Position:Long 842 SVXY @$12.43.Position closed @$12.43. All previous trades posted here at this link. https://stocktwits.com/VolAlgo1
Live Trading Results Yr P/L MaxDD Sortino 2016 +88% -25% +2.40 2017 +89% -18% +3.30
2017 PL [IMG]
Stop loss is always determined when trade is initiated, and implemented automatically by Algo with broker.
Traded live since beginning of 2016. Trades placed 2018:45 Win Trades 2018:24 Lose Trades 2018:20 Flat Trades 2018:1
I use this Algo to trade for myself and family and friends.I would be more than happy even if it was only making 25% every year.Maybe, in the...
Win/Lose =approx 50/50.
Short-term Algo Position:Long 842 SVXY @$12.43. All previous trades posted here at this link. https://stocktwits.com/VolAlgo1
Position closed @$12.26.Loss of $213 on a $10,000 account.
Obviously, all strategies will have a maximum tradeable limit.I am pretty sure, that I will not reach that level.
Meanwhile in the real world, 2016 PL = +88% 2017 PL = +89% 2018 YTD PL = +60%
[ATTACH]
312, Other instruments listed on Stocktwits were used for testing of strategies, that I am still designing and writing code.Volatility strategies...
Long VXX is a long position in ETN based on short-term VIX futures.Long SVXY is an ETF that tracks a short positions in first and second month VIX...
Back Testing Results Yr P/L MaxDD Sortino 2011/12 +180% -22% +4.20 2013 +77% -20%...
Computer algorithm analyses change in volatility levels and makes appropriate trades, in VXX or SVXY, at the moment.Algorithm is automated to...
Probably should have also added that leverage was always 1:1, with a stop-loss level determined on trade entry.
https://stocktwits.com/VolAlgo1 This links to trades posted on StockTwits, as they were opened and closed.Typo error by me before, 2018 year to...
2018 P/L year to date +40% trading ETFs/ETNs. Current position:Long 852 SVXY @$12.51.
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