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 simple mathematics.. You need mathematical skills as my daughter has. She was 10 years old when she learned percentages ..If you scale to 100% this is what you will get. 100% scaling means copy all the trades exactly in your account with the same ratio.. No margin play here.. If you still do not understand that you are more than welcome to send email to C2 support and I am sure that you will receive the same answer.. 2. Again, you still do not understand the strategy. The idea is not to be in XIV..Not at all..The idea is to manage the risk of volatility.. Being in XIV all the time is more like a gambling.. Still you are trying to trade the past.. Please do some homework if the strategy is interesting to you.. Look the trades and the VIX and then we can talk..
Maybe you answered this in the prior seven pages, but do you trade a model (real $) account with this strategy? If not, why not?
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..
You did not read the thread from the beginning Of course I trade my strategies.. Both of them to reduce the DD..
2008 was quite different from 2011. I'm guessing you weren't trading back then, that's why you assume these years are comparable.