Long Volatility ~ ^VIX

2016年3月25日

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

2016年3月25日

ノート

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!

2016年4月20日

ノート

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

2016年7月14日

ノート

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.