Conservative Vol Trader

Conservative Vol Trader

Systemactic intraday trading strategy.  Does not use leverage – so allocations will never be over 100%.  Goal is to achieve a higher Gain / Loss Ratio than an S&P 500 Buy and Hold approach.

-Trades XIV and VXX

-Trade decisions driven by the slope of the VIX futures curve

-No overnight positions

-Makes 1 trade per day

-Utilizes intraday stop-losses

-Strategically alters exposure to manage drawdowns

-All opening trades use Market-On-Open orders

-All closing trades use Market-On-Close orders

-Backtested: January 2011 – February 2017; Live: March 2017 – Present

 

See our Strategy Summary Sheet for more details on our strategies.

**Past Performance is no guarantee of future results.**
See our Disclaimer.
See the assumptions of our backtest here.