XIV Yield Trader

XIV Yield Trader

Systematic intraday trading strategy.  Will often (but not always) use leverage – so allocations can be over 100% on an intraday basis.  Goal is to achieve a higher Gain / Loss Ratio than an XIV Buy and Hold approach.

-Trades XIV and Cash (does not trade VXX)

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

-No overnight positions

-Makes no more than 1 trade per day (some days there will be no trade)

-May spend a considerable amount of time (several months in a row) in Cash

-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 – March 2017; Live: April 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.