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  1. V

    Long 215 VXX @$41.52

    Long 215 VXX @$41.52 Previous trades here: https://stocktwits.com/VolAlgo1
  2. V

    Long 842 SVXY @$12.43

    Short-term Algo Position:Long 842 SVXY @$12.43.Position closed @$12.43. All previous trades posted here at this link. https://stocktwits.com/VolAlgo1
  3. V

    Long 842 SVXY @$12.43

    Live Trading Results Yr P/L MaxDD Sortino 2016 +88% -25% +2.40 2017 +89% -18% +3.30
  4. V

    Long 842 SVXY @$12.43

    2017 PL
  5. V

    Long 842 SVXY @$12.43

    Stop loss is always determined when trade is initiated, and implemented automatically by Algo with broker.
  6. V

    Long 842 SVXY @$12.43

    Traded live since beginning of 2016. Trades placed 2018:45 Win Trades 2018:24 Lose Trades 2018:20 Flat Trades 2018:1
  7. V

    Long 842 SVXY @$12.43

    I use this Algo to trade for myself and family and friends.I would be more than happy even if it was only making 25% every year.Maybe, in the future, the PL will reduce!!
  8. V

    Long 842 SVXY @$12.43

    Win/Lose =approx 50/50.
  9. V

    Long 842 SVXY @$12.43

    Short-term Algo Position:Long 842 SVXY @$12.43. All previous trades posted here at this link. https://stocktwits.com/VolAlgo1
  10. V

    2018 P/L year to date +40%

    Position closed @$12.26.Loss of $213 on a $10,000 account.
  11. V

    2018 P/L year to date +40%

    Obviously, all strategies will have a maximum tradeable limit.I am pretty sure, that I will not reach that level.
  12. V

    2018 P/L year to date +40%

    Meanwhile in the real world, 2016 PL = +88% 2017 PL = +89% 2018 YTD PL = +60%
  13. V

    2018 P/L year to date +40%

  14. V

    2018 P/L year to date +40%

    312, Other instruments listed on Stocktwits were used for testing of strategies, that I am still designing and writing code.Volatility strategies have taken up the majority of my time, especially as they are the strategies I am using to manage money.
  15. V

    2018 P/L year to date +40%

    Long VXX is a long position in ETN based on short-term VIX futures.Long SVXY is an ETF that tracks a short positions in first and second month VIX futures.Hence, one is essentially long VIX futures, and the other is short VIX futures.Both instruments have good liquidity, so not any problems...
  16. V

    2018 P/L year to date +40%

    Back Testing Results Yr P/L MaxDD Sortino 2011/12 +180% -22% +4.20 2013 +77% -20% +2.85 2014 +88% -20% +2.35 2015 +91% -27% +2.40 Live Trading Results Yr P/L...
  17. V

    2018 P/L year to date +40%

    Computer algorithm analyses change in volatility levels and makes appropriate trades, in VXX or SVXY, at the moment.Algorithm is automated to trade directly into account with IB in London.Stop-loss levels are also determined by the algorithm, and monitored and actioned automatically.
  18. V

    2018 P/L year to date +40%

    Probably should have also added that leverage was always 1:1, with a stop-loss level determined on trade entry.
  19. V

    2018 P/L year to date +40%

    https://stocktwits.com/VolAlgo1 This links to trades posted on StockTwits, as they were opened and closed.Typo error by me before, 2018 year to date P/L should be +60%.I can fully understand you doubting a volatility strategy.But, as with all successful strategies, good profits are made in a few...
  20. V

    2018 P/L year to date +40%

    2018 P/L year to date +40% trading ETFs/ETNs. Current position:Long 852 SVXY @$12.51.
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