Tactical Volatility Pro

Tactical Volatility Pro

Systematic swing trading strategy that scales in and out of drawdowns in XIV (rather than maintaining a constant allocation to positions).  Does not use leverage – so allocations will never be over 100%.  Goal is to achieve higher Gain / Loss Ratio than an XIV Buy and Hold approach.

-Trades XIV, VXX, and Cash

-Trade decisions driven by the Roll-Yield and VRP

-Positions last anywhere from 1-day to several months

-No intraday stop-losses

-Strategically scales in/out of drawdowns in XIV

-Allocations range from 25% – 100%

-Executes trades using Market-on-Open orders

-Backtested: January 2011 – June 2017; Live: July 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.