list of popular stocks AA AAL AAPL ABC ABX ACN ADBE ADP ADSK AEIS AET AGN AGO AIG AKAM AKS ALJ ALXN AMAG AMAT AMBA AMD AMGN AMT AMZN AOS AOSL APD APH APT ARRS ATVI AVGO AWK AXP AXTI AZN AZO BA BABA BAC BBY BCOV BIDU BIG BIIB BLUE BMRN BMY BP BREW BURL C CAT CCL CELG CIM CLVS CMCSA CME CMG CMI COP COST CP CRM CRUS CSCO CSX CTRP CTSH CVCY CVS CVX CYBR DAL DB DDD DIA DIS DKS DOG DUST EA EBAY EDU EEM ELLI EOG ESRX ETR EW EWN EWY EXPD EXPE EXR F FANG FAS FB FCX FDX FEYE FFIV FIT FN FNSR FSLR GDX GE GILD GLD GM GOOG GOOGL GPRE GPRO GRUB GS GWPH HA HACK HAS HD HLF HON HRB IBB IBM ILMN INTC IRET ISIL ISRG IT IWM IYR IYT JACK JNJ JNUG JPM KITE KMI KO KORS KR KSU- LEA LITE LMT LNG LNKD LOW LPCN LULU LUV LVS MA MCD MCK MDT MET MGPI MHK MMM MO MOMO MON MPC MRK MRO MSFT MSI MU NBL NEM NFLX NHTC NKE NTAP NTES NUGT NVDA NXPI OEUH ORCL ORLY P PAM PANW PAYC PCG PCLN PEP PFE PG PM PNRA POT PRI PRU PYPL QCOM QQQ REGN RGLD RIC RIO ROST RTN SBGL SBUX SCTY SGEN SHPG SLAB SLV SLW SMH SPY SQ SSO STX SVXY SWHC SWK SWKS SYK SYY T TAO TAP TASR TBT TCK TD TECK TFI TI TIF TJX TLT TMUS TNA TPL TQQQ TRV TSCO TSLA TSN TSO TWLO TWTR TWX TXN UA UAL ULTA UNG UNH UNP UPS USO UTX UUP UVXY V VLO VMW VNQ VRX VXX VYM VZ WBA WDC WFC WFM WMGI WMT WYNN X XIV XL XLE XLF XLK XLNX XLRE XLU XLV XOM XON XRS YELP YUM Z ZLTQ
http://www.zerohedge.com/news/2017-07-24/about-262-million-man-vix-option-play-analysis .....from the article.... Generally speaking, the VIX will rise given a move in stocks lower. That is due to unhedged equity longs who rush in to buy Puts in a stock wash out. Conversely, the VIX will generally drop in an equity rally as longs sell more Calls to create dividends. The VIX is not a fear/ greed index. It is an indicator of dominant market players who are underhedged. VIX only tells you likely speed of a fall or rally, not which way stocks will go.
trying some signals on hi yield bonds relation to stocks to trade vol, switch between vxx and xiv... it was saying short vol thru most of year, started to signal caution late july, went full switch on 8/4
here are the current results of my xiv/vxx switch trade did some simple back testing for earlier years and started in jan 2017, started with small amount of cash, bought 10 shares xiv at $50.29, $502.90 held thru several alerts that lasted less than 3 days in june and july cautions started showing up on 8/3 and 8/4 the signals were strong on 8/7 made the switch from xiv to vxx as follows, sold 10 xiv at $94.29, $942.90 bought 50 vxx at $11.15, $557.50, held $385.40 cash vxx on 8/17 @ $13.66, $683.00 overall $1,068.40, starting with $502.90, net $565.50 xiv is at $71.50, so with out switch overall would be $715.00, net $212.10 plan on closing the vxx and go to all cash, wait to see how signals shake out
update on the xiv/vxx switch trade main signals used to switch, action of stock indexs, positive action, stay short vol junk and hiyield bond etfs, positve action, stay short vol contango/backwardation, contango, stay short vol thinking being that as long as stock traders are satisfied with market action, they will also look to junk and hiyield bonds, and have little need for protection, once they become concerned, they will get put protection and vix will rise. so we would be short vol, with xiv, until a switch signal called for exit of xiv, and then go long vol with vxx. did some backtest for 2015, 2016, and went live with a small position in Jan 2017, results for 2017 have been positive, 3 switches were called, the first 2 were too short lived to make an actual switch, on the 3rd, a switch was made and proved to be profitable. but i think going forward for this trade, looking at the results, i am not going to switch into vxx, just switch from xiv into cash. i have some other ideas for trading vxx.
xiv/vxx switch update as of 9/1/2017, cash $334.90, + 10 shares xiv, $83.72 close, $837.20 total, $1172.10 starting amount $502.90, jan, 2017 signal is still long for xiv
xiv/vxx switch update 9/5 sold xiv, $81.31 all cash, $1148 total signal is long vxx, but I am staying in cash