Hey Mundy yep the standard VIX strategy only has about a 2
profit factor, the VVIX is better at 3.7. Since the standard
settings is what we have on the charts that's why I showed that. If
you recall a while back I showed a VIX strategy with a PF of 29 -
it was so much higher because it used a non standard Bollinger Band
length and settings for the standard deviations. I don't have my TS
up at the moment so I'm going on memory for the settings but the
Bollinger Bands settings of 20 for the length and STD of 2 is
standard. I was using something like 2.5 and 2.7 for the standard
deviations, which is MUCH harder to trigger, and also much more
accurate and much higher PF, but you get less trades too
I'm still panning to add those VIX systems or volatility systems
- it's hard to to do everything, I really need an assistant, I can
only do so much with the time I have
Hey Mundy yep the standard
$VVIX moving up today despite thestrength in the markets, well ...
Posted by matt on 2nd of Jun 2023 at 07:47 pm
Hey Mundy yep the standard VIX strategy only has about a 2 profit factor, the VVIX is better at 3.7. Since the standard settings is what we have on the charts that's why I showed that. If you recall a while back I showed a VIX strategy with a PF of 29 - it was so much higher because it used a non standard Bollinger Band length and settings for the standard deviations. I don't have my TS up at the moment so I'm going on memory for the settings but the Bollinger Bands settings of 20 for the length and STD of 2 is standard. I was using something like 2.5 and 2.7 for the standard deviations, which is MUCH harder to trigger, and also much more accurate and much higher PF, but you get less trades too
I'm still panning to add those VIX systems or volatility systems - it's hard to to do everything, I really need an assistant, I can only do so much with the time I have
Thanks Matt, You posted on the
Posted by mundy on 2nd of Jun 2023 at 11:19 pm
Thanks Matt,
You posted on the 13th of April 2023 at 4:43 pm for anyone who is interested. Great system indeed.! One I follow now!