Monday, February 12, 2018

VIX Signal is flat ....here are current EWZ (Brazil ETF) signals.....02.12.18

The VIXEN and MOZ signals are flat for VIX as of today's close ....but while we're waiting for some clarity on the markets here's a look at EWZ (Brazil ETF) using our new toolbox.
EWZ has had substantial momentum lately, has great daily volume and a very robust option chain with relatively narrow spreads....so its an attractive trading candidate as long as we can get a grip on its technical behavior.
The VIXEN gives us a nice linearity profile and although the win/loss ration isn't as good as the VIX it still pays off with a much, much nicer max drawdown than the buy and hold strategy.
MOZ also generates 14 out of 18 winning trades in the past 6 months with no price stops but with a 10 day time stop in place.
We spend a lot of time waiting around for signals...only 88 out of 252 days but we sure keep the risk down and still generate a nice return.