Our daily indicators rode this wave of gains throughout the month on only one trade, with the VXX Bias generating an XIV buy signal on 3-20-15 and our VRP indicator signalling a buy for XIV on 4-1-15.
This month's gains added to already impressive year-to-date returns for our indicators. Indicator performance through April:
- VXX Bias: +51%,
- VRP: +48%
- VRP+VXX Bias: 56%.
The equity curves for each strategy with comparison to XIV are shown in the following graph (the S&P 500 is +1.4% YTD and is not shown):
Trade statistics for each strategy are summarized as follows:
For those interested in additional detail, the daily history of indicator values that have been emailed to subscribers in 2015 can be found in the data sheet links below: