XIV & VXX in 2016 using Spy Pro signals

    Posted by sbaxman111 on 31st of Mar 2016 at 05:24 pm

    Someone sent me an "opportunity" to listen to a webinar on trading VIX etn's. I haven't listened to much yet but it got me to thinking about the correlation of the SPY market to VIX.

    Before I listened to a lot of the recording, I decided initially to substitute the volatility etns for the leveraged L/S RUT funds that I normally trade for Spy Pro signals....so, XIV for Long trades and VXX for short trades and there is no leverage used here for these two etn's and they have a lot of daily volume to trade off of. 

    Just using the Spy Pro Long trades alone, that would be up +16.42% YTD and it has only been in the market for 13 days YTD. That would seem to satisfy a lot of my friends who spend all year IN the market trying for their 6-8% returns.
     
    Using both the Long and Short Spy Pro trades so far in 2016, that would be up +23.106% YTD as of today's close. So far you would have been in 26 of the possible 61 trading days in 2016. Just a tad less "BETA" than buy and hold.
     
    Trading just the 200% RUT funds for long only Spy Pro trades would be up a little more than 9.4% (est NAV for today) Trading both L/S RUT funds would up a little more than 5% YTD - the 2-17 to 2-29 Short trade was a loser for the RUT funds.
     
    So, it will be interesting to see what previous year's Spy Pro signals would produce using XIV and VXX instead of the index funds.
     
     

    Very interesting research sbaxman11, thank you for sharing

    Posted by nabanco98 on 31st of Mar 2016 at 09:14 pm

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