Thursday, February 22, 2018

VIX 50% long for Friday.....02.22.18

This is kinda weird.   The MOZ and VIXEN signals were posted yesterday 5 minutes before the close based on 12:54 PST data.  Looking at today's signals we see that at the close (6 minutes later) the VIX changed significantly enough that both signals were reversed.  Surprising?  To be sure.
For tomorrow we are 50% long the VIX as today's early 300 point wide scale rally fizzled all day long and into the close..  This was not a follow through day.
Note to self:    do not trade the VIX on FED days.

Wednesday, February 21, 2018

VIX 50% Long for Thursday....02.21.18

That was a wild ride today....up 250 then down 100. 
For tomorrow the MOZ is now long the VIX while the VIXEN is flat.
Keep in mind the mZ has a time stop only so prudent traders should add a $ stop limit just to be safe.

Tuesday, February 20, 2018

VIX LOng for Wednesday.....02.20.18

We squeaked through a tiny gain at the close after a wild see-saw intraday.  For tomorrow the VIXEN is long the VIX while the MOZ remains in a non-committed position = out.  As a result our net signal is still 50% long the VIX....however you decide to play it.

Friday, February 16, 2018

VIX 50% Long for Tuesday....02.16.18

For the first time in almost 10 days we have a long signal on the VIXEN while the MOZ z=score based signal looks just about to turn long....note the vertical yeloow dotted line in the ROC (rate of change) chart. The MOZ signal has only fired 13 times in the last 6 months....but its been correct 100% of the time....which is why we like to have its confirmation before going all in on the signal.
Keep in mind VIXEN has a built in $ limit stop while MOZ is strictly a time stop of 10 days.

Thursday, February 15, 2018

VIX flat for Friday but TBT looks interesting....02.15.18

Continuing our quest for a small tradable portfolio using the MOZ and VIXEN volatility platforms here's a loom at TBT, the TLT ultra short (x2) ETF.  We've had good results with the TLT butterfly but with bonds in a breakdown condition the TBT is a relatively low risk instrument we can use to pick up a few bucks.  The MOZ signal success rate is pretty impressive (23 wins and 3 losses over the past 6 months) and the current signal is long with a 10 day time stop.  A nice topography chart.
Note that the 10 day stop expired today so we should be flat this position at today's close.
We'll add the VIXEN component signal for TBT over the weekend.

Wednesday, February 14, 2018

VIX flat for Thursday.....02.14.18

I was on the road today so posting is late but we are still flat the VIX going into Thursday as the markets appear to be on a positive run. We've still got a ways to go to get back to the old highs but for now the signals are cautiously bullish....until the next trap door opens.
Note the lower volatility charts (ATR and PCL) are clearly in an upslope......this is why caution is warranted.

Tuesday, February 13, 2018

VIXEN and QQQ...02.13.18

Continuing with our exploration of trading opportunities using the VIXEN platform, which uses only volatility metrics and not price to generate trading signals, here's a first run on QQQ, the NAZ 100 ETF, one of the most technically reliable indices available...featuring robust daily volume, narrow bid/ask spreads and a rich option chain with 1-2 penny spreads (typically).
Still working on the MOZ companion trades but the risk.reward looks attractive at first glance...certainly much better than buy and hold..