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Not easy/time consuming for me, which is why I posted on Upwork

It's a bit hard to say exactly, as there are limitations of the website (can only see results when moves above SMA), but seems pretty clear that the risk is higher holding SPY when the VIX is above 7 and 20 day SMA and sharpe ratio and sortino ratio better when VIX is below both. I'm having...

happy to leave $ left over--as if I have a choice :- )

yes

thanks; only charts I have is looking at Yahoo and ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

I ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

I ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

clever :-)

no, because I'm rusty and put in the wrong place (technical) initially and am embarrassed to say that I couldn't figure out how to fully delete it. If you can tell me how to delete the first one, will happily.

Hi: I'm using a VIX cross over (20 day and 7 day) to buy or sell the SPY. Ideally, I wouldn't be trading it a lot, but at times the trigger is hit and then VIX bounces above and below the cross over point. Would love to hear your experience about the best way to handle this without bouncing...

true that, but it seems it can be tamed somewhat by using VIX/VXV levels as a brake

sorry for the delay in responding. I'm trading at Interactive Brokers

I'll ck it out, though I'm trying to avoid a learning curve. I'd rather hire someone to do the work. As I see this as a mostly one-off set up. thanks

Hi: I'm interested in being able to make automated trades based on the ratio between the VIX and VXV indexes? Is that possible? For example when ratio is less than 1, to buy [or sell] VXX or similar etfs. Is that possible to do [or something similar] in an automated way? Ideally, I'd add in...

well, of course more details would be great, but yes that is helpful--thanks Bob.

. Note/fyi: this builds on an earlier work they did " Trading on Corporate Earnings News: Profiting from Targeted, Short-Term Options Positions that cost less.

thanks for responses so far--esp book recommendation (will ck it out). Still curious if anyone is consistently winning overall from their earnings approach? (that is, theory is nice, but actual consistent performance is obviously want really matters)

It seems to me like there could be some way/s to play earnings--probably more in the anticipation than actual event, though I know there is research on post earnings effects. I'm curious if anyone has consistently made profits in this area, and if so are willing to give some sense of what they...

certainly I had/have no idea what he was referring to, so glad you appreciated it

ok that's a good tip--i will ck it out--thanks! I wonder if anyone has had success using moving averages for VIX related trading. That is something of a different animal than stocks, and seems like might be more likely to work than for equities.