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.