I did a bit of busy work here: I have 12 daily VIX type systems
on 12 ETF's
I placed the trades on the SPY/VIX, QQQ/VXN, and IWM/RVX into a
spreadsheet as a test - again there's 9 other ETF's but this gives
you an example of trades - not much overlap here. Also, the QQQ/VXN
does more trades than the SPY/VIX
you can glance at the 2023,2022, 2021 trades on those three. I
have them all the way back to 2008 but for now I grouped those last
year years to get a visual of overlap etc. For the trades I
simply used $10,000 for each ETF
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
I did a bit of
Volatility Systems - got sucked into these
Posted by matt on 8th of May 2023 at 01:19 pm
I did a bit of busy work here: I have 12 daily VIX type systems on 12 ETF's
I placed the trades on the SPY/VIX, QQQ/VXN, and IWM/RVX into a spreadsheet as a test - again there's 9 other ETF's but this gives you an example of trades - not much overlap here. Also, the QQQ/VXN does more trades than the SPY/VIX
you can glance at the 2023,2022, 2021 trades on those three. I have them all the way back to 2008 but for now I grouped those last year years to get a visual of overlap etc. For the trades I simply used $10,000 for each ETF