I click your links, and what I get is your stats, plus this little blurb... "These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that..." Etc ad nauseum. Are you live, or Memorex? Just post your statements from your live broker. I do it in my journal. Why don't you do it in yours? Are you sim?
See here what some of the users tell about the strategies.. I am speaking here about real money of course.. This is just a regular warning.. https://forums.collective2.com/t/my-best-strategy-for-vix-vixtrader/9048/56
Dude, around 110% or 160% annual return is not much better than holding any inverted vix etf. You need sonething much better before you do marketing.
FWIW, there have been some fairly large VIX spikes over the last two years: SDate Close prevClose absChange ===== ===== ========= ========= 20160624, 25.76, 17.25, .401010758 20170517, 15.59, 10.65, .381069791 20170810, 16.04, 11.11, .367239999 20160909, 17.5, 12.51, .335672556 20170424, 10.84, 14.63, .299831219 20170817, 15.55, 11.74, .281058824 20161109, 14.38, 18.74, .264821925 20160628, 18.75, 23.85, .240590465 20170814, 12.33, 15.51, .22944966 20160613, 20.97, 17.03, .20811635 Also, the $6 million traded on these strats likely refers to the notional traded by his C2 subcribers. I don't see any secrets in the RobinsonG's posts so far. The real secret is that his income comes from C2 subscription fees and that his original post is a thinly disguised advert for his C2 systems. Query that generated the figures above: SELECT SDate,Close, LAG(close,1) IGNORE NULLS OVER (ORDER BY SDate) AS prevClose, abs(ln(Close/LAG(Close,1) IGNORE NULLS OVER (ORDER BY SDate))) AS absChange FROM Indices WHERE SDate > '20151020' AND Symbol = 'VIX' AND Source = 'BDHIX' ORDER BY absChange DESC FETCH FIRST 10 ROWS ONLY;
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 even 5 years from now? I do not have the ability to see the future.. When the time will come and the volatility will increase, I expect to see the performance increase as well.. Let me clarify: The strategies based on ETNs, Indexes, Options and Futures data since 1.2009 and made thousands of trades.. VIXTrader back test and live results since 1.2009:
I'd say within a year. No-one has the ability to see the future but you should definitely test it on data from 2008, you can generate synthetic data based on the VIX index even if you don't have real trade data available - it will be a good enough approximation.