Using volatility as an asset to generate profits and hedge risk continues to be one of the best-kept secrets of sophisticated investors. The inclusion of volatility ETPs can give your portfolio a significant boost when you have access to the right data and tools to provide you with insight on this dynamic market. Our strategies apply concepts similar to those used by investment funds and our services focus on making this data easily accessible to you.
Trading Volatility+ provides access to our full suite of tools to bring you valuable insight into the movement of VIX ETPs. Our proprietary algorithms generate easy-to-understand daily indicators for short-dated volatility ETPs (VXX, VXX & SVXY) as well as for medium-term ETPs (VXZ). We also provide access to our members' forum and automated email alerts so you know when the Bias changes direction.
Note: Subscriptions and day passes for our Stocks+ site (GEX, Skew, Max Pain, and Dark Pool) are available on a different page.
Features of the Trading Volatility plans:
To illustrate how this strategy applies to the past two years, the graph below shows the daily VXX Bias indicators compared to the actual price of VXX.
--> When the VXX Bias becomes negative (in blue using left axis) the price of VXX (in red using right axis) is more likely to go down (and the price of the inverse volatility security, SVXY, is likely to go up).
--> When the Bias becomes positive, the price of VXX is more likely to go up.
Tracked Results
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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1 VIX and VIX futures quotes delayed by 15 minutes.
3 If you later decide that the service isn't for you for whatever reason and would like to immediately cancel your access to the site, just let us know and we’ll be happy to issue a prorated refund based on time remaining on your subscription. You can unsubscribe via PayPal subscriptions at any time.
**At this time only individual subscriptions are available. Access to the Trading Volatility Pro and Trading Volatility+ sites require authentication using a Google account (available for free). Please allow up to 5 minutes after subscribing to receive your invitation for access to the members' site.
4 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. Backtest results do not account for any costs associated with trade commissions or subscription costs. Additional performance differences in backtests arise from the methodology of using the 4:00pm ET closing values for XIV, SVXY, VXX, and ZIV as approximated trade prices for indicators that require VIX and VIX futures to settle at 4:15pm ET.
Features of the Trading Volatility plans:
| Trading Volatility+ | |||
|---|---|---|---|
| Indicators & Daily Forecasts | |||
| VXX Bias™ Plus six month historical indicator data |
✓ | ||
| Volatility Risk Premium (VRP) Signal Plus six month historical indicator data |
✓ | ||
| VIX Gamma Exposure (VIX GEX) Signal Plus six month historical indicator data |
✓ | ||
| VXZ Bias™ Plus six month historical indicator data |
✓ | ||
| VXX Spike Risk™ Forecast Plus six month historical forecast data |
✓ | ||
| Email Notifications Receive daily emails containing our indicators & VIX data |
✓ | ||
| Indicator Change Alerts Receive email notification when the Bias, VRP, or GEX indicators change direction |
✓ | ||
| VIX Futures Data | |||
| Term Structure Chart1 View of the 7-month VIX futures curve |
✓ | ||
| VIX Futures Data1 | ✓ | ||
| VIX Futures Metrics VXX and ZIV roll yields, ratios of forward volatility to historical volatility, premium of front month futures to VIX, and term structure slope |
✓ | ||
| Historical Market Volatility Actual volatility of the S&P 500 over 2 week, 4 week, 6 week, and 3 month lookback periods |
✓ | ||
| VIX Futures Closing Prices Over Past 6 Months Six month chart |
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| Actual Historical Volatility vs Implied Volatility Six month chart |
✓ | ||
| VXX WRY MACD vs VXX Price
Six month chart |
✓ | ||
| Premium of Front Month VIX Futures to VIX Six month chart |
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| VIX:VXV Ratio Six month chart | |||
Pivot Points Get daily pivot point levels for SVXY, SPY, VIX, and VXX |
✓ | ||
Members' Forum Discuss, ask questions, and share knowledge & ideas with other members |
✓ | ||
Public Blog Read about current volatility market events and information about volatility derivatives |
✓ | ||
DAY PASS One-time payment for access. Each day expires at 11:59pm ET |
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MONTHLY PRICE Billed Monthly; Renews until cancelled 3 |
$80/mo |
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| MONTHLY PRICE (10% Discount) Billed Quarterly; Renews until cancelled 3 |
$72/mo |
By purchasing you acknowledge that you have read and agree to the Trading Volatility Terms of Use.
Use of this site is for informational and educational purposes only. Trading Volatility does not recommend that you buy, sell, or hold any security and does not offer investment advice, personalized or otherwise.
Easy unsubscribe. Cancel Anytime.
About the Trading Volatility Daily Indicators:
Our most popular indicators is the VXX Bias + Volatility Risk Premium (VRP) signal, which is used to trade the short-term volatility products, SVXY & VXX. Annualized percent gain/loss backtests results for each of these strategies are shown in the following chart using data through December 2018 (full datasheets with trade details can be found at the bottom of this page). For benchmark comparison purposes, a portfolio consisting of a "buy and hold" approach in SVXY is included.4 (Test Note: Daily prices for VXX and SVXY prior to fund inception have been derived from actual VIX futures data for the purpose of maximizing the length of the lookback period. Backtests use each security's closing value as the trade price).
Our most popular indicators is the VXX Bias + Volatility Risk Premium (VRP) signal, which is used to trade the short-term volatility products, SVXY & VXX. Annualized percent gain/loss backtests results for each of these strategies are shown in the following chart using data through December 2018 (full datasheets with trade details can be found at the bottom of this page). For benchmark comparison purposes, a portfolio consisting of a "buy and hold" approach in SVXY is included.4 (Test Note: Daily prices for VXX and SVXY prior to fund inception have been derived from actual VIX futures data for the purpose of maximizing the length of the lookback period. Backtests use each security's closing value as the trade price).
The Trading Volatility daily indicators consist of a set of gauges that are generated each evening using proprietary algorithms to identify the current directional trend for various volatility ETPs. The most simplified strategy of trading volatility ETPs using the indicators is to own the securities when they have a positive reading and to short (or own the inverse ETP) when the reading is negative. Given that the volatility landscape can sometime change quickly, these securities are intended for traders and investors who are willing and able to check on conditions daily and take action if necessary. Sometimes the indicators will signal a change on a daily basis, while other periods may not see changes for months at a time. For additional information on our daily indicators and our strategy, see Our Strategy page.
To illustrate how this strategy applies to the past two years, the graph below shows the daily VXX Bias indicators compared to the actual price of VXX.
--> When the VXX Bias becomes negative (in blue using left axis) the price of VXX (in red using right axis) is more likely to go down (and the price of the inverse volatility security, SVXY, is likely to go up).
--> When the Bias becomes positive, the price of VXX is more likely to go up.
In February 2016 we made our results transparent by tracking the performance of our indicators' trades on a third party platform (Collective2).
See the Results Page for more information.
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.
_________________
1 VIX and VIX futures quotes delayed by 15 minutes.
3 If you later decide that the service isn't for you for whatever reason and would like to immediately cancel your access to the site, just let us know and we’ll be happy to issue a prorated refund based on time remaining on your subscription. You can unsubscribe via PayPal subscriptions at any time.
**At this time only individual subscriptions are available. Access to the Trading Volatility Pro and Trading Volatility+ sites require authentication using a Google account (available for free). Please allow up to 5 minutes after subscribing to receive your invitation for access to the members' site.
4 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. Backtest results do not account for any costs associated with trade commissions or subscription costs. Additional performance differences in backtests arise from the methodology of using the 4:00pm ET closing values for XIV, SVXY, VXX, and ZIV as approximated trade prices for indicators that require VIX and VIX futures to settle at 4:15pm ET.
