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Nah. I just like to be 'hedged'. If I have alot of money betting the market will rally - on a investopedia game or something like that (or elitetrader) I will bet the market will crash. Either way I win - but obviously I would be happier one way over another... "Winning"....

+2.77% Ok, so not a HUGE gain. But I was right. That means I can predict anything, anywhere, anytime, and everyone here should give me all their money. Period. :eek:

Really I was saying this to hedge my neutral stance. My program was 1 cent away from buying XIV at the close yesterday. Instead it stayed in cash. So if it rallied and I missed out at least I would be right somewhere :D

Now that the market is closed on 11/27 I'll let you know - BIG BIG gain in this thing tomorrow (11/28/2012). Should be a huge number at the open. Where it goes from there we will see.

I've done some backtests and you can trade it, but if it flips to backwardation you get whacked. Hard. And it's doubtful you could time that.

I like how they say "always right NEVER wrong" and then they list below... Correct 58 Wrong 28 No forecast 107 it's like it's written by a 12 year old. Like one long, run-on sentence/webpage.

If you mean the curve has gotten steeper - you mean 'contango' has increased.

Yea. I try it w fix futures, but there is massive danger if ANYthing happens while you are hoping for it to roll down.

he is referring to the term structure, and he is right. the contango has lessened a bit for 1m-2m contracts.

Bingo. This is the answer to the original question. Period. Trust me.

I always likes CBOE's papertrade.

I think investors just didn't believe that sub 15 VIX spot for any length of time. Futures did not follow it down and it indeed came back up like the futures expected.

my own VIX Futures trading system. Ended up +16.0% for August.

Does anyone here have an opinion on which futures markets have the most contango and backwardation from time to time? i.e. have the most significant roll yield? This applies to all futures, not just index. Thanks for any responses.

Just fine. +6.40% in July. Looks to be around +14% in August. We'll see after "the Bernanke" speaks.

Ya I saw these but they have limited history and their volume has been sketchy, if any. VSTOXX - not sure how retail investor would trade that. Looking to see if futures are available in the US.

Does anyone else know of any other mean reverting indices out there that have trade-able products like the VIX? I know there are other VIX's - oil, gold, etc. but I'm not sure if a retail investor can trade these. Basically I'm wondering if there is another mathematical measurement like the...

Nice. A better line in that episode from the Chinese announcers is: "Oh my, I haven't seen an American die like that since Abraham Lincoln!..." "Dude that is-a not cool, you-a gonna get us in troubre again..."

$19,400. Thanks. Interesting that you have only 3 posts and the first one advertises "someone's" system.

must be nice that gold was in a bull market almost all of that period. I don't and never will trust 'personal judgement'. How did that work out for Paulson recently, or Bill Miller? Or what about that London Whale? lol. Eventually everyone comes down to earth, hard.