johnpaulca 12,036 posts msg #139167 - Ignore johnpaulca |
11/8/2017 4:13:38 PM
Fantastic system you have their Kevin.
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Kevin_in_GA 4,599 posts msg #139168 - Ignore Kevin_in_GA |
11/8/2017 4:42:20 PM
It's even better if I actually followed it in terms of exit signals.
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johnpaulca 12,036 posts msg #139169 - Ignore johnpaulca |
11/8/2017 4:51:26 PM
it must have a killer equity curve, would love to see it sometime. You can use TinyPic to post...cheers!!
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Kevin_in_GA 4,599 posts msg #139171 - Ignore Kevin_in_GA |
11/8/2017 7:19:13 PM
Here you go - XIV Buy and Hold is in red. Period is 1/1/2013 through 11/1/2017.
Like I said, it is very hard to beat a simple buy and hold on XIV in terms of ROI, but this system does almost as well with a much smoother equity curve and high Sharpe Ratio.

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SAFeTRADE 649 posts msg #139172 - Ignore SAFeTRADE |
11/8/2017 10:47:32 PM
Kevin, it appears you are using a volatility stop. I don't know if that is determining the entry
but they look like they could be. I use an atr(10) * 1.5. That line looks somewhat akin to
that line on the chart. Excellent work!
C.J.
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johnpaulca 12,036 posts msg #139173 - Ignore johnpaulca |
11/8/2017 10:48:46 PM
a work of art, it should be framed an displayed at the traders museum (:
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Kevin_in_GA 4,599 posts msg #139174 - Ignore Kevin_in_GA |
11/9/2017 8:08:47 AM
Here it is using TinyPic (photobucket now requires payment to support third party hosting):

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johnpaulca 12,036 posts msg #139175 - Ignore johnpaulca |
11/9/2017 9:14:49 AM
XIV....looking at this chart last night it still it looks "sick", money was leaving and confirms why I'm shorting.
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johnpaulca 12,036 posts msg #139176 - Ignore johnpaulca modified |
11/9/2017 9:17:57 AM
VIX...R1 is now 11(10.91), R2 = 11.29
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johnpaulca 12,036 posts msg #139178 - Ignore johnpaulca |
11/9/2017 9:31:22 AM
XIV...could scalp at $108.22 on the oversold bounce
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