My best strategy for VIX - VIXTrader

Trading and Markets
22

Dear OSUTAI,

First and foremost, I want to thank to my subscribers who wrote reviews with so beautiful words about their experience with my strategies and appreciate the tremendous work that I invest every day to create for them wealth and financial security. I can assure that I will continue to do so in the future…

The warm words really help me to feel that behind the names there are real people with families and I have a heavy responsibility to fulfill the desire for prosperity and abundance just as I try to do this for my family and I do it every day with joy and responsibility. Thank you very much!

It’s important to note here that all of my family’s money is invested with these strategies and what is happening in my accounts also happening in my subscriber’s accounts. Thanks again and please continue to review :pray::slightly_smiling_face:

Now let’s talk about OSUTAI posts…

It was really interesting and amusing for me :wink: to read your posts about my strategies when you and me absolutely know that you do not have any clue how my strategies are working, which risk and money management I use… how, for example, the strategies perform in 2011 when the VXX tripled its value and the VIX went up strongly… what was the worst DD ever… how the strategies protect the accounts while volatility starting to rise without any warning… Do you aware that my strategies programmed to work in any kind of fear environment? Basically, when the fear is going up, the performance expected to be higher… You do not know all of that and many more facts but you bring to the readers here in the forum the feeling that you know what you are speaking about…

If I was you I wouldn’t wrote more than one sentence which is basically what you are trying to say (I think…):
The volatility is went down in the last year.

That’s it. All the rest of your posts regarding my strategies come from ignorance so let’s fix this gap of knowledge… :slight_smile:

You wrote in almost any of your posts:
“since Nov’2016, Every strategy works, every strategy is profitable”

A. So what? What does it mean? It’s great to be profitable… It can continue for another year or 5 years… Maybe the strategies will perform better… Who knows…
You try to hint here that my strategies will perform worse in the future… This is a speculation exactly like if you try to speculate about the tops and bottoms of the market… I am not in this game…I really do not have skills like you have to see the future :wink:

I know that you did not say this but you hint to it in every line in your posts that my strategies will perform worse in the future… It’s not fair to write that way when you do not have any clue about the strategies, isn’t it?

My strategies does not hint anything like you are trying to do here. They speak clearly by their good performance and low DD…

I will try to make you feel comfortable about my strategies and show you how they performed in the past.
I attached the performance graphs of one of my major strategies (one of 65 strategies) I trade in VIXTrader and VIXTrader Professional.

The first one is VIXTrader performance graph since 1.2009 until few days ago…
2017

This is VIXTrader Professional performance graph since 1.2009 until few days ago…
2017

The DD for VIXTrader was around 15%-18% (happened once…) and the DD for the Pro was around 22% (happened once…)…

Now you can see that high VIX like in 2011, 2015 and 2016 did not change the performance…

B. Your sentence “since Nov’2016, Every strategy works, every strategy is profitable" it is not true… See VolatilityTrader for example which did 0% in the last 12 months and unbelievable it is on your recommended list with more than 50% DD!.. Did you ever able to trade strategy with real money with DD of 30%? 40%? 50%?? You yourself trade now strategy with low volatility so I can say safely that you are like most of us and you hate high DD…So what are you trying to say here? You contradict yourself…

C. Did you read what Attraction says above as response to your post? This is what he said: “I agree if you long XIV since Nov,2016, you would be up 181% by now, but you would not get a drawdown of 7.6%. In August this year XIV drop 26%, so you would get a drowdown of 26% on top of 181% return”

He knows what he speak about because he understand that strategy it’s not only about performance as you are saying here “I mean if you HOLD $XIV since nov’16, just buy and hold you are up 181%!” It is about performance AND drowdown… If somebody really did Buy and Hold in the last 12 months, I almost sure that he had big suffering and probably he stopped holding the position in the worst time… Don’t you think so? Did you really meant to what you wrote here?

When you said “I mean if you HOLD $XIV since nov’16, just buy and hold you are up 181%!” did you mean to say, by hint of course, that to all of the VIX strategies developers here (especially my strategies because I start this conversation a year ago…) have just a luck? No strategy, no RM, no MM, no knowledge… Just a luck…
Really??

Let me give you a hint: Maybe you wrote what you wrote because you choose not to subscribe to VIX strategy in the past and now you want to justify to yourself this bad decision…
Just a hint…:wink:

So your main idea “since Nov’2016, Every strategy works, every strategy is profitable” is not say anything and could be misleading… :disappointed_relieved:

I can continue write here about the main important things in my strategies which are Risk and Money Management to show you that the fact that volatility is going down lately is only one factor from many which built in my strategies and this fact absolutely unable to tell how strategies will perform in the future… but I hope I made my point here already and if you have any question for me I am here to try to answer all all them…

Next time just ask before you write about something you do not know…

Now let’s give the strategies to speak by themselves and let’s avoid speculations and hints about the future! We are here to make money and not to use a crystal ball!

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Sorry, didn’t mean to hijack the tread. Also I didn’t meant to attack your strategy or implie your ability to trade.

Best of luck, I’m sure I will be a subscriber 1 day and keep up the good work.

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Hi,RobertPeterson,
I do think both of your strategies are the best of your VIX peers, but I do think both of your strategies have not been tested by years before 2016, have not been tested by bad market condition. Yes, I think even in bad market condition your strategies will still be the best of their peers, but that is a relative measure.The absolute performance of your strategies in bad market situation will be degraded significantly from their current performance.
The charts you offered since 2009 are not certified documents by C2, so they are not valid proofs of your strategies performance.
Please do not use data from your own or from other brokerages as proofs of your strategies’ performance. We only trust data from C2,
So both of your strategies only have data from Nov, 2016 to support their performance.

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Your post is not a verified document by C2, so it is not a valid proof of the future decline in VixTraders performance… :wink:

Honestly, do you seriously think that your expectation (based on…?) is more valid than a backtest? Although a backtest is not a “valid proof” it´s way better than just a statement. Backtests are always hypothetical but at least they are based on past data not on random gut feeling.

It´s kind of funny here at C2. Guys are jumping brainlessly on 1 month old high flyers but as soon as there is a system with very significant and consistent [verified] returns for more than 1 year they start to think “it´s to good to be true” and they would know better. On the other hand hardly anyone would enter a “safe” system with 20-30% return p.a. and around 20% drawdown unless it´s 10 years old… So much psychological bias on this plattform…

Of course he can´t do over 100% p.a. forever. But the next 2-3 years why not?

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AlexanderG,
Whatever I said, I don’t have to be verified by C2 or anything else. It is just my opinion. In the same way, whatever you say, you don’t need to be verified by C2.
But when he says about his strategies performance, it should be a proven fact, which need to be verified by C2, because he is facing his subscribers and he charge their sub fee, so anything inaccurate could cause his subscribers’ loss. If he doesn’t charge fee and doesn’t trade for subscribers, whatever he say about his strategy, not a big deal.
It is also a common sense that VIX strategies performance would be greatly degraded in bad market condition and this is also backed by his own words, that he got double DD in 2011.

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Attraction,

I read your posts and I understand few things:

  1. You are not a developer and you are probably do not understand the unbelievable process to develop good strategy. Back Testing is one of the major tool you need to use in this process and every developer will tell you that back testing has at least one important value:
    If you are losing money in the back testing, you will definitely lose money in the future…

So back testing, as the wise developer AlexanderG told you already, does not need any confirmation or verification whatsoever. This is a tool to help the developer and the subscribe to evaluate the strategy and compare the real trading results to the back testing… simple as that. I do not need C2 to confirm my work, right? :slightly_smiling_face:

By the way, the graphs in my post above include live trading as well…

  1. You said: “It is also a common sense that VIX strategies performance would be greatly degraded in bad market condition and this is also backed by his own words, that he got double DD in 2011.”

I never said that the DD was in 2011…I actually said: “Basically, when the fear is going up, the performance expected to be higher”…

Please do not post false information any more…Thanks…

As I said before, let’s give the strategies to speak by themselves and let’s avoid speculations and hints about the future!

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RobertPeterson,

None of your assumptions are correct.

So your data from 2009 are from backtesting. I thought they would be much better.
I tell you, all backtesting are craps. They are 100 times worse than data from other brokerages, although I think the latter are also not trusted.
The use of backtesting results as the proof of your strategy performance degraded yourself.

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This is a silly statement. Short of actual live trading data, backtesting is the next best thing and is very useful when considered in the context of all additional information that is available for a system. There are obvious problems if a backtest is curve fitted and not supplemented by out of sample, walk forward and Monte Carlo simulations. But I’d sure rather have some backtesting results than nothing. The more information the better, and as always each piece of information must be weighted and any limitations understood. But to say that someone “degrades” themselves by providing backtesting data is incorrect … it is information and can be very useful when evaluated together with other information on a system.

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RandyMay2,
When you said it is a silly statement, you did not even read it carefully so as to at least understand it.
Providing backtesting data is ok.
Use of backtesting results as the proof of strategy performance is not ok.

I have no more words for you.
Whatever I say, it could be understood by you the other way.

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I’ve subscribed to many VIX strategies but Robert’s vixtrader professional is the best one so far. It’s been a very good time for XIV, so it’s hard to see how Vix systems will do in a high vol period (Many systems have overfitted for a good backtest). The Vix Trader system is very fast to react to a changing market (It can trade multiple times in a day) and is quick to exit positions when they start to lose. This makes me confident in the system for a different trading environment.

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Using C2 explorer here is a chart for many of the best volatility systems. The chart only goes back to the start date of the youngest system. In C2 explorer you can go and edit the code for yourself to remove or add young systems.
Since March 2017 it does appear that VixTrader Professional had the best total performance. If you go into C2 explorer to use the code you should know the base of the code was made by Quantec, so hand claps for him. I use the code he made to compare my strategy with other strategies. Mine is not pictured in the graph because it is younger and limits the length of the chart. I am not sure which of those strategies is the youngest now.

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Oh I like this chart. Can you add my strategy on there since March 2017? #sarcasm

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I am not sure I get the sarcasm, but if you do want your strategy added just tell me the strategy number and name and it is easy to add. (edit) Oh yeah you killed it over that period. I didn’t realize.

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i’ve enjoyed the active risk management of the vix trader and vixtrader pro strategy. Robert’s trade time frame preference seems to be very close to mine and his performance has been great overall.

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So, I figured out how to add an approximation of XIV to the graphs using old trade prices of XIV from all C2Signals.
Here is the graph as you can see only about 2 strategies over that time period have outperformed holding XIV. That of course isn’t necessarily bad since many of them will have much smaller draw downs than XIV. However, I think XIV serves as a much better index comparison for Volatility Strategies than the S&P 500. I published this code in the C2 explorer. Of course I did save it with my strategies so you will have to go in and change the strategies you want to graph.
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You can also graph other things based on the C2 trades. Of course, as you can see from the graph below some of the data is off but it will at least tell the story for the most part.
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Disclaimer I know i probably missed someones strategy that they want added. That wasn’t intentional. If you want it added let me know, but I don’t really want to keep posting a new graph everytime someone wants a strategy. Not because I mind but because I don’t want to annoy the community. I make these graphs often for myself. Maybe there is a good place for me to post them, but I am not going to put a new graph in this thread every time someone wants a strategy added. Maybe in the other thread I started when I asked if anyone knew how to compare Volatility strategies to XIV using C2 explorer.

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Good Morning All,
I thought I would come online and give my thoughts on Robert Peterson’s VIXTrader. I have only actually been subscriber for a few weeks or so, but have been watching it and Robert’s other strategy,VIXTrader Professional, for many months. Peter and I have communicated several times both lately and in the past. I have always received quick and timely responses. I find Robert to be an excellent trader, and in my opinion, he is in the top group of the best traders here on C2. I especially like his passion for trading and his desire to protect the monies he manages. My ‘comfort zone’ seems right in line with Robert’s, and I feel safe having my money invested with him. Thank you Robert !!!

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Great work!
The names on the chart are very small…
Can you add Excel with the strategies names and their performance?

Thanks! Very helpful chart!

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last chart started in March, this chart started in May. Why the change ?

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Per one of the earlier posts:

The latest graph includes many more systems and at least one of them must have started in May vs. March.

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Thanks Charles for the charts. I appreciate you creating them. They are always enlightening to study !!

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