Backtest result:
103.62% annual return int the past one year.
maximum DD% 24.46%
The strategy: buy on morning open sell on afternoon close
Maybe a better plan:
VIXTrader Pro 145% annual, 13% DD, makes $ up AND down. Ready to jump into VXX at a moments notice. Worst month 3% loss.
That is true! Robert, can you roughly explain how your strategy (vix trader professional) works?
VIX Tactical Trader ( Luiz ) is another strategy that has a year under their belt, 100% annual & minimal DD ( 12% ) he no longer “shorts”, so you can trade it in your IRA. He is VERY active in his strategy. Planning ahead with daily stops & ready to buy VXX when he DOES get stopped out of XIV. I think the strategies that can & do go back-and-forth from XIV & VXX on a daily basis are going to have the lowest DD’s when the market finally DOES turn.
If I will tell you the secret, I will have to… you 
Seriously, MM and RM are the major parts of the strategy… Basically, what I do is to manage the risk…The profits are coming automatically…
I successed to take the same idea and developed a strategy for the symbol SSO (SPY X2) with great performance and DD less than 10%… I start it in C2… The strategy is in a middle of a trade so I am waiting to new signal…
Also I prepared a VIX strategy for subscribers with small/medium amount of money for investment which are also able to trade the strategy manually (VIXTrader and VIXTrader Professional needs autotrade…)…
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Good job! Keep it up.
I just published a strategy on FOREX trading only. Let’s see if I can beat you after one year.
BTW, I am backtesting a couple of strategies on volatility. It will be published soon.
I wish you will do a great work to your subscribers!
Thanks Robert.
Looking forward to watching SP500Trader. Is the system set up to trade in the same way that you trade VTP? Please start an introduction thread when you are ready & add a “description” to the systems home page. Thanx Robert!!
I checked already this idea 4-5 years ago and after commissions and slippages you will make a little compared to your great risk…
Strategies should work in the real world and back testing give you only the first stage to reach this target… Basically, I see the back testing only as a sign if I am in the right direction or not…
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As soon as a new signal will be generated, I will describe the idea
Basically, performance of 30-50 percent annually and DD less than 10 percent will not be a surprise…
This is pretty much true!
When I do the back test, the biggest challenge for me is how to make the trading respond to a signal as quick as possible. This makes huge huge difference.
