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almost 6 months ago I started my 100% TOS conservative Volatility strategy, former known as SmartVolaPlus.
Recently I changed its name to Volatility Invest IRA to better reflect it´s true nature - it´s a long term strategy comparable to investment strategies and is IRA compatible to the best of my knowledge. (1 trade per week, no leverage, long only)
Further more I reduced the monthly fee from 99$ to 49$ to facilitate the use of more than one system. Diversification is key but that´s only feasible if fees are kept reasonable.
The system can be traded manually so there is no need for autotrading fees. I give out the signals for the coming week (entry, stop, regular exit) every friday after market close. So you have the full weekend to enter your orders.
If you are seriously interested, send me a message and get a 1 month-for-free coupon. This offer is valid till the end of the year. So if you prefer to wait and observe - no problem. Just put it on your watchlist and wait for the right time to join.
Before you ask why I´m even talking about a system that has yielded only around 2% for the time being: The main objective of this strategy is to preserve capital and grow it steadily at above market returns.
The last few months were quite turbulent for most volatility strategies with drawdowns of 20%-30% for many. In this environment my strategy had only 6.2% MaxDD and is almost back at ATH. Personally this is the kind of behavior I want to see in a strategy so I can sleep well. It has to be stable/sideways in unfavorable market situations but thrive under good circumstances. That´s exactly what this strategy is designed to do.
so you still under perform $SPY last 6 month in return and DD. Last 6 months was the BEST volatility trading period in history ever! Just don’t see any reason to subscribe to your strategy until your track record can prove you are above the crowd.
Thanks for your feedback OSUTAI. You´re absolutely right, in the given time period my strategy underperformed the S&P. In my opinion that´s ok considering the very strong bull market we experience and the low risk I´m taking. However, going forward 3-6 months it´s very unlikely that my strategy has still underperformed the market. As I mentioned, it´s a strategy that operates on a time horizon of investment strategies so 6 months isn´t a good timeframe to make conclusions about longer term returns. Anyways, we´ll see.
On a sidenote, it certainly wasn´t the best trading situation for my system because unlike the chunk of volatility systems around I actually use stop-loss. Since we had a bunch of very strong intraday downmoves of XIV that of course triggered my stops in an unfavorable fashion. Historically the current situation is unusal. Extremely calm markets with very short-lived but very steep rises in VIX doesn´t last for long - usually. So I expect my system to perform better in near to mid term on a relative basis.
Possibly I didn´t make my point clear enough in my first 2 posts. This thread is not ment to bragg about performance - which clearly laggs behind my goal to deliver above market returns.
This thread is to inform people about the current changes and to show the resillience of the strategy compared to many other volatility strategies. I´m very transparent about my strategy since day 1 and I´m continuing to do so. That´s why I posted this thread.
Bragging about performance will start in 6-12 months from now.
Osutai you are correct. No reason to subscribe. Consistent systems that do well and have many subscribers rarely, if ever, post on here. Their track record speaks for themselves.
Good point DogZebra, my system doesn´t have any subscriber yet. So that´s the only one of your points that apply to my system and therefore I´m posting.
I would even say that every track record speaks for itself and so does mine. However, the interpretation can vary wildly. What you make out of it lies in your own hands. I´m quite ok with how the strategy worked until now because it behaves exactly as expected based on my backtest. So I´m eager to see the next 6 months passing to prove its longevity. I´ll be giving the next update at the end of the year when the strategy reached 9 months age.
