Recent content by RobertPeterson

You did not read the thread from the beginning :) Of course I trade my strategies.. Both of them to reduce the DD..

The data for 2008 is not exists.. Look at 2011 how the strategy behaved when the VXX jump 300%.. One of the best year of the strategy..

32%. No more.. Check again..

Ok. Lets try to clarify for you all the misunderstanding points: 1. The strategy DID more than 100%. See the performance and the trades. Do simple mathematics.. You need mathematical skills as my daughter has. She was 10 years old when she learned percentages :)..If you scale to 100% this is...

Here are my answers to your post: 1. It is not clear for me what you are trying to say. Do you want to say that the strategy performance is only 15% which is not good as invest in S&P or XIV? Really? Can you trade the past? :) Is there any useful meaning to this?...How could you know in...

Why? Did you see all the live trades? Did you see how it takes Long volatility when the VIX is jumping? How can you say something like that before you trade it or at least check it? Do you aware to the protection strategies? Well, did you or you only speaking from your feelings? :) This...

100%? Never happened before..Maybe only Kim can bring this number :) The max was 32% in 6.24.2016.. The system made 7% at that day :)

Where do you see 50% DD? :) You wrote: "I suspect reality will teach you soon".. By Soon you mean tomorrow, next week, next month, next year or even 5 years from now? :) I do not have the ability to see the future.. When the time will come and the volatility will increase, I expect to see the...

Where do you see 50% DD? :)

This exactly what I am trying to do here :thumbsup:

You can protect against black swan with Call OTM options during the year with a cost of 15% of the profits..

I speak about Live trading..

In December 16, 2016 I wrote this: "Few weeks ago I have started here my best overnight strategy for VIX instruments. I trade it in the last 2 years and it looks great in almost every aspect, especially if you look at the risk - adjusted returns and the profit factor which come to 4. Money...

Spike= VXX go up minimum 10% during the day..