vovay45's Comments RSS Syndication from SeekingAlpha.com http://seekingalpha.comuser/297187/comments http://seekingalpha.com/article/105673-vix-activity-and-moving-average-envelopes?source=feed#comment-304715 304715 MA Should be 1.
Try this simple system for free:
Buy next day at Limit today's Low-10%
SellShort next day at Limit today's High+10%
InstallTime Based Exit(5);
InstallProfitTarget( 5% );

Current system:EPA_V
Symbols list VIX
Position Sizing
Initial capital 100000
Maximum Open Positions 2
Position size 50% of equity
From date 01/09/2008
To date Now

Statistic

Range 2008-Jan-09 - 2008-Nov-12
Overall performance
Total % gain/loss 127.93 %
Total gain/loss 127928.81
Annualized pct gain 165.47 %
Starting capital 100000.00
Ending capital 227928.81
Closed pos gain/loss 127928.81
Max gain per pos 15948.53
Max loss per pos -10134.60
Average gain/loss per pos 4568.89
Average % gain/loss per pos 6.12 %
Max % gain per pos 20.52 %
Max % loss per pos -12.69 %
Risk etc...
Exposure 11.95 %
Expectancy 4568.89
Ulcer index 3.14
Drawdown
Max drawdown -17441.52
Max drawdown % -11.73 %
2008-May-15
All Trades
Total Trades 28
Closed trades 28
Open trades 0
Winning Trades
Winning closed trades 26
Winning open trades 0
% winning closed trades 92.86 %
% winning open trades 0.00 %
Average gain per winning pos 5608.66
Losing Trades
Losing closed trades 2
Losing open trades 0
% losing closed trades 7.14 %
% losing open trades 0.00 %

tradery.com/runfix...
]]> Wed, 12 Nov 2008 23:33:29 -0500 MA Should be 1.
Try this simple system for free:
Buy next day at Limit today's Low-10%
SellShort next day at Limit today's High+10%
InstallTime Based Exit(5);
InstallProfitTarget( 5% );

Current system:EPA_V
Symbols list VIX
Position Sizing
Initial capital 100000
Maximum Open Positions 2
Position size 50% of equity
From date 01/09/2008
To date Now

Statistic

Range 2008-Jan-09 - 2008-Nov-12
Overall performance
Total % gain/loss 127.93 %
Total gain/loss 127928.81
Annualized pct gain 165.47 %
Starting capital 100000.00
Ending capital 227928.81
Closed pos gain/loss 127928.81
Max gain per pos 15948.53
Max loss per pos -10134.60
Average gain/loss per pos 4568.89
Average % gain/loss per pos 6.12 %
Max % gain per pos 20.52 %
Max % loss per pos -12.69 %
Risk etc...
Exposure 11.95 %
Expectancy 4568.89
Ulcer index 3.14
Drawdown
Max drawdown -17441.52
Max drawdown % -11.73 %
2008-May-15
All Trades
Total Trades 28
Closed trades 28
Open trades 0
Winning Trades
Winning closed trades 26
Winning open trades 0
% winning closed trades 92.86 %
% winning open trades 0.00 %
Average gain per winning pos 5608.66
Losing Trades
Losing closed trades 2
Losing open trades 0
% losing closed trades 7.14 %
% losing open trades 0.00 %

tradery.com/runfix...
]]> http://seekingalpha.com/article/103239-volatility-watch-waning-over-the-next-few-months?source=feed#comment-304709 304709 MA Should be 1.
Try this simple system:
Buy next day at Limit today's Low-10%
SellShort next day at Limit today's High+10%
InstallTime Based Exit(5);
InstallProfitTarget( 5% );

Current system:EPA_V
Symbols list VIX
Position Sizing
Initial capital 100000
Maximum Open Positions 2
Position size 50% of equity
From date 01/09/2008
To date Now

Statistic

Range 2008-Jan-09 - 2008-Nov-12
Overall performance
Total % gain/loss 127.93 %
Total gain/loss 127928.81
Annualized pct gain 165.47 %
Starting capital 100000.00
Ending capital 227928.81
Closed pos gain/loss 127928.81
Max gain per pos 15948.53
Max loss per pos -10134.60
Average gain/loss per pos 4568.89
Average % gain/loss per pos 6.12 %
Max % gain per pos 20.52 %
Max % loss per pos -12.69 %
Risk etc...
Exposure 11.95 %
Expectancy 4568.89
Ulcer index 3.14
Drawdown
Max drawdown -17441.52
Max drawdown % -11.73 %
2008-May-15
All Trades
Total Trades 28
Closed trades 28
Open trades 0
Winning Trades
Winning closed trades 26
Winning open trades 0
% winning closed trades 92.86 %
% winning open trades 0.00 %
Average gain per winning pos 5608.66
Losing Trades
Losing closed trades 2
Losing open trades 0
% losing closed trades 7.14 %
% losing open trades 0.00 %

www.tradery.com/runfix...

]]> Wed, 12 Nov 2008 23:15:55 -0500 MA Should be 1.
Try this simple system:
Buy next day at Limit today's Low-10%
SellShort next day at Limit today's High+10%
InstallTime Based Exit(5);
InstallProfitTarget( 5% );

Current system:EPA_V
Symbols list VIX
Position Sizing
Initial capital 100000
Maximum Open Positions 2
Position size 50% of equity
From date 01/09/2008
To date Now

Statistic

Range 2008-Jan-09 - 2008-Nov-12
Overall performance
Total % gain/loss 127.93 %
Total gain/loss 127928.81
Annualized pct gain 165.47 %
Starting capital 100000.00
Ending capital 227928.81
Closed pos gain/loss 127928.81
Max gain per pos 15948.53
Max loss per pos -10134.60
Average gain/loss per pos 4568.89
Average % gain/loss per pos 6.12 %
Max % gain per pos 20.52 %
Max % loss per pos -12.69 %
Risk etc...
Exposure 11.95 %
Expectancy 4568.89
Ulcer index 3.14
Drawdown
Max drawdown -17441.52
Max drawdown % -11.73 %
2008-May-15
All Trades
Total Trades 28
Closed trades 28
Open trades 0
Winning Trades
Winning closed trades 26
Winning open trades 0
% winning closed trades 92.86 %
% winning open trades 0.00 %
Average gain per winning pos 5608.66
Losing Trades
Losing closed trades 2
Losing open trades 0
% losing closed trades 7.14 %
% losing open trades 0.00 %

www.tradery.com/runfix...

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