A 45% gain in the first five months of the year is pretty good, but our indicators are all outperforming the buy-and-hold approach. Here is the performance of our indicators in 2015, through May 29th:
- VXX Bias: +69%
- VRP: +60%
- VRP+VXX Bias: +71%
The equity curve for each strategy with comparison to XIV is shown in the following graph (the S&P 500 is +2.4% YTD and is not shown):
Trade statistics for each strategy are summarized as follows:
If you're not quite meeting your investment objectives this year perhaps we can help. For less than $3 per day we provide subscribers access to all of our VIX data & metrics, our indicators, automated change alerts, and the members' forum.
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:
- VXX Bias: 2015
- VRP: 2015
- VRP+VXX Bias: 2015
Hypothetical and Simulated Performance Disclaimer
The results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. Additional performance differences in backtests arise from the methodology of using the 4:00pm ET closing values for XIV, VXX, and ZIV as approximated trade prices for indicators that require VIX and VIX futures to settle at 4:15pm ET.