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In February 2016 we made our results transparent by tracking the performance of our indicators' trades on a third party platform (Collective2). Below are the tracked results.
In February 2016 we made our results transparent by tracking the performance of our indicators' trades on a third party platform (Collective2). Below are the tracked results.
VRP+VXX Bias ("Trading Volatility 1"):
- Cumulative Return: +277%
- Annual Return (Compounded): +18.4%
- Starting Balance (Feb 2016): $50,000
- Balance (Jan 1, 2024): $188, 278
- Cumulative Return: +312%
- Annual Return (Compounded): 22.3%
- Starting Balance (Feb 2016): $50,000
- Balance (March 2023): $206,191
- Cumulative Return: +99%
- Annual Return (Compounded): 15.7%
- Starting Balance (Jan 2019): $50,000
- Balance (Jan 1, 2024): $99,905
For a closer look at the trades involved in these strategies please see our data sheets containing full backtested data.
- VXX Bias: 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018
- VRP+VXX Bias: 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2023
Access to the features of Trading Volatility+ provides invaluable insight to VIX ETNs, in both bull and bear markets, for less than $3/day.
To become a member of Trading Volatility+, subscribe today.
- VXX Bias: 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018
- VRP+VXX Bias: 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2023
Access to the features of Trading Volatility+ provides invaluable insight to VIX ETNs, in both bull and bear markets, for less than $3/day.
To become a member of Trading Volatility+, subscribe today.
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Past results are not necessarily indicative of future results.
These 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.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
