a little VIX-ation

Discussion in 'Journals' started by zedDoubleNaught, May 16, 2025.

  1. On another thread I made a comment, something like 'must be the easiest trade of all, just buy when it's under 20, then sell in a couple weeks when there's more dram and chaos'. I said it, so now I want to see if I can do it, then have more experience to comment. So, journal trading VXX, ETN based on the VIX.

    Entered today:
    - 1 pm EST, May 26
    - $51.30 / share
    - $2000 total, 39 shares

    Exit strategy: some big news or announcement that moves it up 20% or more (eg, over $60 or so), wait for the next day when it falls back down, then wait day after that when it goes back up, and exit, sometime after 1 pm (I don't wake up earlier than that)
    Stop: none

    Kind of silly, without an exit time or a stop, this sounds like 'buy and wait'. But hey, let's have fun with it, who knows, maybe this will actually turn out to be easy! Anybody got other favorites to trade besides VXX? I chose that one because it's the only one I know. I heard there are some inverses. But I want easy, simple.
     
    Sekiyo likes this.
  2. Trading the future is never easy, fun and profitable. It's a miserable grind for 99.92% of the game contestants.
     
    MarkBrown and zedDoubleNaught like this.
  3. It is not that easy buddy.

    Look for contango decay on ETNs.
     
    zedDoubleNaught and MarkBrown like this.
  4. Sekiyo

    Sekiyo

    I bought a VIX 1M ATM Call on March 24 and sold a few days later at 22 ...

    Then I bought another one on April 15 and held all the way down. Because I thought VIX was the most obvious trade. Completely missed the rally.

    I said "Market will likely reverse at expiration (May 20)" based on 2022 bear market cycle. Anyway I bought it high.

    I bought another one (Jun 17 25' 20$) on May 14.
    IMO VX1! can print 25 easily. 5/1.90 is 2.6 RR minimum.

    If VX front month prints 16 you can be sure I'll buy every possible Call.

    I mean that's how the 2022 bear market played out
    Not saying it's going to be this way ...
    But just in case :D

    upload_2025-5-17_14-46-44.png
    upload_2025-5-17_15-5-10.png
     
    Last edited: May 17, 2025
    zedDoubleNaught likes this.
  5. MarkBrown

    MarkBrown

    for what its worth i have no pony in this show ok.

    i tested vix for centuries of human life with a cray in the early 90's
    i tested vix for multiple centuries with a hp-ux10 and a sun sparc in the late 90's
    i tested vix in early 2000's and again in mid 2000's - i stopped and gave up

    i wish someone would nuke whomever come up with the vix myth's.

    It was a waste of my life and time and money and machine time and to this day I have a good friend that continues to send me stuff on vix analysis, I still look at it and go not today satan.

    If you find success using vix let me know I was wrong.
     
    zedDoubleNaught likes this.