Volatility Spike Experience

Discussion in 'Journals' started by Cmoss, Sep 3, 2014.

  1. Cmoss

    Cmoss

    forgive my ignorance, wouldnt i just move to puts in a bear market?
     
    #11     Sep 7, 2014
  2. Volatility behaves differently and patterns are much more complex in a bear market. You don't get spikes of complacency then further fall over and over again. You get non-random patterns that are close to theoretical statistical randomness.
     
    #12     Sep 7, 2014
  3. Cmoss

    Cmoss

    RSI (4) vix spiked from 43 to 65, bought 200C at 1.51
     
    #13     Sep 8, 2014
  4. Good luck to you! LC one of the few who has done extensive testing on his ideas with a massive data base. I had access to the "The Machine" and was very impressed. surf
     
    #14     Sep 8, 2014
  5. Still holding them? Those calls closed the day at 1.14. You might get an exit tomorrow morning. Kinda a coin flip. Maybe people will get excited about the AAPL announcement!

    Kinda just watching equities until midweek. Market is starting to coil. Just toss up some bollinger bands to see what I am talking about.

    Orders are starting to build up above and below recent highs and lows. At some point she will rip a direction... Then daytrading probabilities will get better again!

    GBP/USD during EU session is where the action is at right now!
     
    #15     Sep 8, 2014
  6. Cmoss

    Cmoss

    Yup still holding. (I may have pulled the trigger too soon) i should wait until the end of the day to get in...

    I agree the market may spring one way or the other, obviously I feel as though it will break out, the last half of the day gave me hope.
     
    Last edited: Sep 8, 2014
    #16     Sep 8, 2014
  7. You should avoid holding weekly options beyond a few hours, and not overnight... Decay is horrible! Entering positions in the morning isn't a bad move. Just realize, volatility and volume naturally spikes in the morning even without market movement.

    I would not hold anything with less than three weeks to expiration overnight unless there is both high volatility and a high probability of a 2%+ move in favor of the position within a few days. Odds are just not good enough!
     
    #17     Sep 8, 2014
  8. Cmoss

    Cmoss

    Good Feedback MV.

    If the VIX RSI(4) spikes 10pts, according to Connors, there's a 78% chance the spy will move up 1% in the next 5 days. I haven't been holding out for the full 1% but have enjoyed profits regardless.

    The longest i have held on to weekly options is 3 days. We'll see how tomorrow goes.
     
    #18     Sep 8, 2014
  9. Kk, good luck to ya! Remember... Past market behavior doesn't guarantee future market behavior.

    I would suggest adding in a second element to the strategy... Perhaps an oversold/overbought envelope around a MA, and only buying when both VIX spikes and price is in a support area.
     
    #19     Sep 8, 2014
    Cmoss likes this.
  10. Cmoss

    Cmoss

    Today was rough. Bought some Sept 199C @ 1.46 after the spike today. The lack of volume for SPY lends me to think this is a minor correction.

    Gotta love testing out theories :/
     
    #20     Sep 9, 2014