shillllihs
6,086 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
6,086 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
6,086 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
6,086 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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shillllihs
6,086 posts
msg #120801
- Ignore shillllihs |
6/19/2014 3:30:28 PM
Let me downgrade that a little. Fener, 60 by sept. 5th. Could see low 70s.
May be 40s within 2 weeks.
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shillllihs
6,086 posts
msg #120804
- Ignore shillllihs |
6/19/2014 9:47:10 PM
Portfolio Value $186,851.00
Buying Power $90,000.89
86.85% 18 week return Wall St. Survivor.
Look up MESAYHA
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