Long Volatility ~ ^VIX

2016년 3월 25일

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

2016년 3월 25일

노트

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!

2016년 4월 20일

노트

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

2016년 7월 14일

노트

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.