VIX 4 Trading - 1Q15

littletiger

two more shorts were completed with good profit.

xmbbs

  你的操作很频繁，是根据啥系统算进出信号？

littletiger

xmbbs 发表于 2015-1-24 01:57 PM
你的操作很频繁，是根据啥系统算进出信号？

yes. it is 5min signal - daytrade signal.

AS of 1/26 (VIX, XIV, UVXY) - (16, 31, 23)

littletiger

TODAY'S SIGNAL

xmbbs

我才发现你每次都全仓操作，厉害。你有什么方法来控制风险？设止损很容易就出局了，不设风险又太大

littletiger

xmbbs 发表于 2015-1-27 02:08 AM
我才发现你每次都全仓操作，厉害。你有什么方法来控制风险？设止损很容易就出局了，不设风险又太大

haha, you get the point and keep thinking. the other thing is: it has to be machine generated signal to let you consistently beat.

BTW, for the last short, cut loss at $25. will post trade after work.

littletiger

exit at -5% loss.

littletiger

ytd, for $50K trading on UVXY. it has $6000 profit as shown here

littletiger

xmbbs 发表于 2015-1-27 02:08 AM
我才发现你每次都全仓操作，厉害。你有什么方法来控制风险？设止损很容易就出局了，不设风险又太大

sorry, it is not all in and out. it is only $50k. Actual trading may use smaller or larger size.

it has very aggressive stop out for shorting like today. but it is a dynamic (machine generated) stopout value as opposed to a fixed stoploss rate.

littletiger

unlikely to see any short on UVXY in coming days. follow the uptrend instead.

heheboy

LZ is pretty niu, quick hand, i lost gut to short uvxy....I usually short uvxy when $vix:$vxv>1,...or long XIV keep your update thank you very much

littletiger

no shorting in the next 1-2 days unless UVXY drops big. long UVXY is the current trend.

sunnysunny

littletiger

no time to update today, system generated short signal at $28.

littletiger

another short signal at $26.48

补充内容 (2015-2-5 01:13 PM):
close all at $25.9

littletiger

littletiger 发表于 2015-1-27 08:49 PM
ytd, for $50K trading on UVXY. it has $6000 profit as shown here

first half of Feb., so far $3000 profit.

meanwhile, ytd,  -10.2% for UVXY and -5.6% for XIV

littletiger

littletiger 发表于 2015-2-15 05:07 PM
first half of Feb., so far $3000 profit.

meanwhile, ytd,  -10.2% for UVXY and -5.6% for XIV

Based on the mid-term (1-2 weeks) system, long XIV should be winning trades.  So stay shorting UVXY if you already did it; Otherwise, long XIV at any dip.

littletiger

heheboy 发表于 2015-1-29 09:55 AM
LZ is pretty niu, quick hand, i lost gut to short uvxy....I usually short uvxy when $vix:$vxv>1,...o ...

you are right, here is the signal generated by $VIX:$VXV. (not exactly $vix:$vxv>1). Currently, it is a long signal.

unfortunately, it has quite some whipsaws that we have to bear.

heheboy

i long some uvxy today, hope make some profit

littletiger

littletiger 发表于 2015-2-15 05:07 PM
first half of Feb., so far $3000 profit.

meanwhile, ytd,  -10.2% for UVXY and -5.6% for XIV

The end of Feb. shows profit $7900, slightly better than Jan. profit.