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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Thank you very much for
XIV-VXX Performance using Spy Pro trade dates
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.