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Historical and Implied Volatility of the VIX are going up in tandem. The HV is bigger than the IV (see attached chart). Do you know a stock that has 3 digit volas? VIX has.

Range or breakout to the top? 10 days view...

In attached graphics you see the vola levels in a 1 year timeframe. I expect the vola to go sideways the next 10 - 15 days. VIX could stay between 20 and 25.

Today I have surprising and disapointing news! The account has been blown up! 07/10/07 -97.6% THE MAIN LESSION I LEARNED IS THAT ----------------------------------------------------- A TREND IS NOT TO BE FIGHTING AGAINST! -----------------------------------------------------...

07/09/07 -22.5%

07/02/07 -10.7% NEVER FIGHT A TREND! In most cases even in a sideways market the trend will finally continue. More continuations than reversals!?

Directional systems Up S141 12/7; 4x1 3/4 Dn S2x1 3/3 The best for the short term is to go with the up move, but only until 4*0.5 = 2 points have been reached. That gives 12 points gain in 7 trades.

System 0.5 points 10 days S1x1 13/13 VIX can be used as trigger.

Possible systems for the 0.5 point grid and 3 month S1x1 20/42 S373 15/8 7x4 14/5

Different level of implied volatility since end of February from avg. ca. 11 to ca. 14 Weak systems on 1 point grid over one year S1x1 8/60 4x2 5/11 Switch has to be taken into consideration and direction Up/Dn hast to be taken into consideration.

I am back looking at the VIX Based on 4 years observation there are two systems (2 point grid) Up 1x1 4/25 Dn S121 3/25; 2x1 8/14 In general (bidirectional total/trades) 2x1 10/26; 3x2 21/20; 3x3 18/10 That's shorting moves at 4 and 6 points with 2, 4, 6 points profit target.

Attached a graphics with 2 instead of 7 long calls.

To summarize Long term trend (4y) is up, but no position is on (waiting for a dip to 80). Mid term trend (1y) is up, but no position is on (waiting for a dip to 82). Short term trend (2M) is sideways with a short signal on (PT 82). Day trend (10D) is sideways with a long signal on...

Two systems 5 point grid 4 years Up S121 Dn 1x1 (with x set to 2) System is expecting a sideway movement and will enter at 80 (limit) with a stop of 75 and a PT of 90.

Attached a 'static' capital intense approach. Buying mulitple 'lots' at fixed levels a) Dn 12x b) Dn 13x gains each 10*2 points. But there is much capital needed. In addition it's harder to make money management. Losses will increase non-linear on that approach. 1 2 + 1 = 3 3 + 3...

Attached a 'static' capital intense approach. Buying mulitple 'lots' at fixed levels a) Dn 12x b) Dn 13x gains each 10*2 points. But there is much capital needed. In addition it's harder to make money management. Losses will increase non-linear on that approach. 1 2 + 1 = 3 3 + 3...

For the 12 month 2 point scenario there are two systems Up S2x1 3/3 - buy breakouts Dn 121 6/8 - buy dips That's very interesting, because it confirms the old rule for uptrends. BUY BREAKOUT TO THE TOP AND BUY DIPS. That strategy made 9*2 points vs. BUY AND HOLD with 7*2 points.

Two identical systems for IWM 1 point grid for 2 month Up S121; 2x1 Dn S121; 2x1 Actual signal is down 84 with target 82.

IWM Two systems on the .5 point grid (10 days) Up 231 Short up move at 1 (2*.5) points, sl 1.5 (3*.5)points, pt .5 (1*.5)points Dn S121; 231 Go with down move with stop order at .5 points, profit target at 1 point (+0.5 points) and stop loss at .5 points. After that use the same...

Transactions 1 - 14) Total 342.70 (incl. commission) Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.669251 100 -333.85 IOWGJ 2007-07-21 IWM JUL07 88 C 7 0.127752 100 89.43 IOWSE 2007-07-21 IWM JUL07 83 P -1 1.557444 100 -155.74 IOWSY 2007-07-21 IWM JUL07 77 P 1 0.335604 100...