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.