Introducing Boux VIX

Boux VIX is a new volatility strategy trading XIV and VXX instruments correlated to the VIX index. It’s a long only strategy. Free trial subscription is also available.

thanks for checking,

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Four trades thus far? Will check in again in three years Dan … and good luck!

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To your credit Dan, you’ve nearly matched buy-and-hold XIV by a percentage point or so over the same brief, nearly straight upward period for XIV, no mean feat. Buy-and-hold XIV is the basic benchmark for all volatility strategies that aim for gains (rather than hedges), and based on your initial trade price on July 10, you would be up about 18% instead of the ~16% listed for Boux VIX. That’s equivalent to missing about $2 off the XIV price increase, not too bad. Ditto MarkAmspoker, good luck.


@v1Trader have to disagree with your statement concerning the benchmark. XIV buy and hold is not the correct benchmark for every volatility system unless you compare on a risk adjusted basis.

Anyways, at this point his results cant reasonably be evaluated due to the low number of trades and short period of time in the market. Only time will tell - as always. :wink:

But of course, @Aaa123, I chose not to say HOW one should compare a volatility system to the benchmark, only that long XIV is an obvious and reasonably appropriate benchmark to use. Risk adjusted returns seem to be on nearly every C2 investor’s mind, based on this forum’s ever present quest for very high CAGR and very low MDD. :wink: back at ya.

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