Thursday, November 29, 2018

Delta Neutral vs. QLD VIXEN metrics.....11.29.18

Delta Neutral keeps chugging along although we did not get filled today.  In the meantime here's a look (below) at the VIXEN version of trading QLD (the bullish side of our DN model).  Returns are similar to the DN model but drawdowns and linearity are lower.  So why buy the risk of a directional VIXEN trade when you can make similar returns with much less risk exposure using the DN ?
Note that the 2 Day Alert and TrendX have gone divergent in the DN model while the skew has blown through resistance. We are looking for a near term paradigm shift as a result.
DN signal bias has shifted to QID.