Long Volatility ~ ^VIX

25 במרץ 2016

The VIX is a mean reverting asset. In the 12's and under it has historically been a buy. Buy on.

25 במרץ 2016

הערה

Here is the inverse-derivative of VIX. This provides us with a heck of a lot more confirmation as well as precision on execution. Entry for the VIX future could be based on SVXY reaching its reversal level. Or you could short SVXY at level indicated.. Or you could just short the S&P500! Or go long YEN!

20 באפר׳ 2016

הערה

Holding back on entry 1. Entry 2 is still an active pending order.

14 ביולי 2016

הערה

VIX may reach a low not seen since 2006. I am bullish on the S&P for now and the structure for the VIX anti-derivative looks very good to trade higher signaling more downside in the VIX.