ZIV Swing Trader

ZIV Swing Trader

Systematic swing trading strategy that provides exposure to the mid-term VIX futures using ZIV (rather than the front end of the VIX futures using XIV).  Does not use leverage – so allocations will never be over 100%.  Goal is to achieve higher Gain / Loss Ratio than an S&P 500 Buy and Hold approach.

-Trades ZIV and Cash

-Trade decisions driven by the Roll-Yield and VRP

-Positions last anywhere from 1-day to several months

-No intraday stop-losses

-Maintains constant 100% allocation to positions

-Executes trades using Market-on-Open orders

-Backtested: January 2011 – September 2017; Live: October 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.