volatility etf strategy

This is an aggressive strategy that takes positions in the volatility ETFs VXX (long volatility) and XIV (short volatility) daily at the close.

This strategy is available via subscription. Click to learn more about the model and the daily signal sent to subscribers. We encourage you to verify our performance, so at the bottom of this page we include links to actual account statements.

VOLATILITY ETF STRATEGY VS BENCHMARK (11/2011 - 07/2014)

Returns account for transaction costs and slippage on an actual $25,000 account traded at Interactive Brokers. Links to actual account statements:

07/2014, 06/2014, 05/2014, 04/2014, 03/2014, 02/2014, 01/2014, 12/2013, 11/2013, 10/2013, 09/2013, 08/2013, 07/2013, 06/2013, 05/2013, 04/2013, 03/2013, 02/2013, 01/2013, 12/2012, 11/2012, 10/2012, 09/2012, 08/2012, 07/2012, 06/2012, 05/2012, 04/2012, 03/2012, 02/2012, 01/2012, 12/2011, 11/2011

summary stats