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You take yesterdays price range. You add to it any gap up or down before today's price range. That becomes today's price range. If today's price goes above, you buy. Below, you sell. Short, quick stops. How does this do over time? Thanks.

I sometimes think I should forget about you glorious bastids and just listen to Warren. But... hell no... its not as much fun!!!!! Long live ET!!!!!!!!!!!!!!! :)

Yes, it is VERY weird JackRab. On another threads someone (maverick?) mentioned the long volatility funds "locking in losses" every day. That does not seem quite right to me, as if VIX goes up they are locking in gains, but it could have something to do with the rollover of course. Just weird.

so wait. are you saying you cant see those volume indicators that seem to be a key in your theory until after the fact? that would seem very important. your work around is to average down? where so you start averaging? or is this still being fleshed out? :) Very interesting.

LOL shut your face you troll.

Volante, why are you still shorting? I thought a close above 2704 or something and you were going to stop? We went way through that!!!

Haha good to know Nine_Ender - so can I just do opposite of what S2007S does and expect to profit?

LOL at these being no risk. That is NUTS. There is HUGE risk - shorting long volatility funds can go against you hugely when volatility whips up, as seen very recently. And you could easily be stopped out if you have more than a very small position in your portfolio. I'm talking going up...

Haha that was the first one I ordered, just came!

you guys lost your arse because you didn't spot the 1000x down day. So you sold low, and bought (hopefully) higher. BUt still waaaay belong the low. But why a downturn now? With the news and what not?

Thanks Jackrab!

"deflationary (can't print/limited supply)" - well, there might be a limited supply of coins with the name Bitcoin, but there seems to be an unlimited # of coins with different names that can do the same as or more than Bitcoin. Unlimited supply = not worth much. It will crash, rest assured.

I'm not saying I nailed it... but I nailed it. :p

*if* :)

How long are you guys going to keep trying to short and get stopped out, as opposed to more trading for upside potential? Is it when S&P hits the I think roughly 2704 level volente mentions? Very interesting.

Yea up on bad news, bulls seem to have contol fully back...

Thanks JackRab. But note the writer didnt incorporate those fees because he was NOT trying to mimic VXX. His test was shorting VIX and just holding the front month futures as a hedge. So at most that is missing commission wise on the hedge side is one trade a month.

Hmmm, he mentions trading fees JackRab, but does not try and incorporate them into the analysis. Maybe that is the answer. VXX is incurring trading fees every single day when it rebalances, thus dragging on performance, whereas if you just by the nearest front VIX future, wait for it to...

bump for 1a2b3cppp!

beerntrading, thanks for the analysis! Very interesting.