shillllihs 6,101 posts msg #120632 - Ignore shillllihs | 
6/10/2014 5:31:50 PM
  Ok. I got my kids little league game to go to 
 & i'll be out of town til the 18th so work on a comparison & keep up the good work.
 
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guspenskiy13 976 posts msg #120654 - Ignore guspenskiy13 | 
6/11/2014 12:43:22 AM
 
  
 
 simple yet profitable.
 
 might need to adjust the length of the ratio.
 
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shillllihs 6,101 posts msg #120695 - Ignore shillllihs | 
6/11/2014 6:12:35 PM
  I tested 120 minutes going back to 2011 march and even  with a 40% loss it still made 285℅ over 3 years. Nice n simple,
 
 
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guspenskiy13 976 posts msg #120697 - Ignore guspenskiy13 | 
6/11/2014 7:45:09 PM
  120 minutes VIX/SPX with ema(100)/(200) ?
 
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shillllihs 6,101 posts msg #120699 - Ignore shillllihs modified | 
6/11/2014 11:17:03 PM
  Yes, but I think this will work on any timeframe 15min, or more.
 
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guspenskiy13 976 posts msg #120706 - Ignore guspenskiy13 | 
6/12/2014 11:07:00 AM
  I will try.
 
 On short time frames the ratio doesn't give you any advantage, same as VXX above/below ema
 
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guspenskiy13 976 posts msg #120708 - Ignore guspenskiy13 modified | 
6/12/2014 1:05:30 PM
  Currently trading VXX, I found interesting a scenario when SPY makes a new low but volatility doesn't make a new high.
 
 Or if comparing SPY to XIV, XIV doesn't make a new low.
 
 This divergence might be powerful, and it's LIVE right now - will see how it plays out.
 
 
 up: spy slipped 0.3%, I guess it's just BS.
 
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guspenskiy13 976 posts msg #120725 - Ignore guspenskiy13 | 
6/12/2014 9:31:48 PM
  It would be nice to develop/backtest a strategy where you short VXX/UVXY/TVIX....
 
 80% of the time they decay up to 10% a month.... 
 
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shillllihs 6,101 posts msg #120738 - Ignore shillllihs | 
6/13/2014 11:11:49 AM
  I think  a good strategy would be to use daily and scale out as you profit. That way you will win even on potential break even trades.
 
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shillllihs 6,101 posts msg #120800 - Ignore shillllihs modified | 
6/19/2014 2:26:32 PM
  fenerbahce futbol as (FENER:Istanbul)
 Last 36.30 TRY
 Change Today +1.50 / 4.31%
 
 Did anyone buy at 32?
 
 This may be the beginning of a a 90% move. 
 
 If so, will happen within 8 weeks imo.
 
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