Posted by sbaxman111 on 15th of Nov 2016 at 03:37 pm
I'm NOT suggesting that anyone pursue an XIV-VXX strategy
based on the stated Spy Pro trade history. But, just from a point
of interest, I keep track of what might have happened so far in the
2016 had I actually done this.
Assuming the current XIV price of $40.53 as today's close,
a $10,000 starting balance would be worth something close to
$56,350 as of today. This assumes 100% all in trades for each
signal date, and selling the fund at 4:00 instead of at the opening
price. Unfortunately not every year would have been nearly as
rewarding as 2016. There is also the "late trade" factor to
consider when a new Spy Pro position signal might come after the
bell.
These two trading vehicles are generally NOT suited to
being held for long extended periods of time, but should be used as
trading vehicles in most circumstances.
Thank you very much for posting your valuable research regarding
the XIV-VXX strategy with the SPY Pro signals. To clarify, when you
mention selling the fund at 4:00 instead of at the opening price,
do you mean selling the fund at the close of trading the day the
SPY Pro exits, or the day after the SPY Pro exits ? (Presumably
which ever option you have posted is the most successful according
to your research ?)
I currently buy XIV at the open when the SPY Pro goes long the
previous day (after the close) , and sell at the open the day after
the Spy Pro closes , but am happy to change this if your research
shows there is a more profitable way of doing this :o)
Also, are you basing your figures on going 100% long using a
single entry method (as I know Matt is currently using a 60:40 two
entry method if it pulls back after the first entry)
Thanks again.
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XIV-VXX Performance using Spy Pro trade dates
Posted by sbaxman111 on 15th of Nov 2016 at 03:37 pm
I'm NOT suggesting that anyone pursue an XIV-VXX strategy based on the stated Spy Pro trade history. But, just from a point of interest, I keep track of what might have happened so far in the 2016 had I actually done this.
Assuming the current XIV price of $40.53 as today's close, a $10,000 starting balance would be worth something close to $56,350 as of today. This assumes 100% all in trades for each signal date, and selling the fund at 4:00 instead of at the opening price. Unfortunately not every year would have been nearly as rewarding as 2016. There is also the "late trade" factor to consider when a new Spy Pro position signal might come after the bell.
These two trading vehicles are generally NOT suited to being held for long extended periods of time, but should be used as trading vehicles in most circumstances.
Thank you very much for
Posted by peterjennings71 on 16th of Nov 2016 at 03:42 am
Thank you very much for posting your valuable research regarding the XIV-VXX strategy with the SPY Pro signals. To clarify, when you mention selling the fund at 4:00 instead of at the opening price, do you mean selling the fund at the close of trading the day the SPY Pro exits, or the day after the SPY Pro exits ? (Presumably which ever option you have posted is the most successful according to your research ?)
I currently buy XIV at the open when the SPY Pro goes long the previous day (after the close) , and sell at the open the day after the Spy Pro closes , but am happy to change this if your research shows there is a more profitable way of doing this :o)
Also, are you basing your figures on going 100% long using a single entry method (as I know Matt is currently using a 60:40 two entry method if it pulls back after the first entry)
Thanks again.