Date: October 2016: vxx and pairs graph.jpg

vxx and pairs graph.jpg

The P/L graph for my backtest (repeat from August)

Comments

BlankBlank
A line chart of the success of this approach 8/7/16
Blue DonkeyBlue Donkey
From time to time there is going to be overnight gap above 20%. 8/7/16
Blue DonkeyBlue Donkey
Do not short volatility unless you have serious staying power and make your homework really well. 8/7/16
BlankBlank
I am using options not shorting. 8/7/16
BlankBlank
Consider at least 30K total capital prior to trading this at buying poser reductions listed. Scale down contracts/lower position size if you have less capital. Also just for education, not a recommendation. 8/7/16
bleakbleak
Very impressive, thanks for sharing. 10/21/16
...