Nice performance sellingvol66, how much was your max daily DD? Also its interesting that just like rallymode it seems that over 80% of your profits where made in the first half of the year. What do you think is the reason?
I did horrible in the last 3 months.. Ultra low vol is part of it.. But I did some stupid trades too. I echo Rallymode sentiment. I like high vol but not too high although late 2008 and 2009 were my best years in percentage terms. Give me 15 to 30 vix and i'll be thrilled.
I went to where I saw edge..( bank robber saw money in the bank to steal)in the bad months I clearly could not exploit anything well...maybe there was money there but I fumbled with my getaway.
Rally, great job as usual. I sincerely wish you a more evenly distributed and even better vol year in 2013. Cheers
This is one of my IRA accounts. Buying occasional SDS/VXX/FAZ is as short I as I can go. Actually, I've only found a few quantifiable edges when it comes to shorting. I keep working on that.