• SmartTrader

VIX trades

Our results in trading #VIX:

  • 2020 YTD: 3 trades with +292.7% gross profit, including open trades.

  • 2019 FY: 8 trades with +332.9% gross profit.

  • 2018 FY: 52 trades with +796.2% gross profit.

  • 2017 FY: 29 trades with +404.4% gross profit.

  • N.trades=90, N.pos=82, N.neg=8

  • Sum.pos=1652%, Sum.neg=-102%, Profit.factor=16.3

  • Per trade: Expectancy=17.2%, Expectation=1.36

  • Per trade: R.avg=17.2%, R.med=15.8%, R.stdev=20.9%

  • Trading system: SQ=0.8, SQN=7.8 (See Van Tharp's System Quality Number)

#VIX: CBOE Volatility Index Futures (VIX). A popular measure of the US stock market's expectation of volatility. Also referred to as the ‘fear gauge’ CBOE.

Update 2-Mar-20:

#VIX hit the 250% outside the upper Bollinger Band. Take profit on the remaining LONG positions and reverse to SHORT:

2 Mar: Close 3x LONG at 45.36, previously opened 26 Dec at 11.73. Gross profit is +286.8%.

2 Mar: Open 6x SHORT at 45.36.


Update 28-Jan-20:

#VIX hit the 150% outside the upper Bollinger Band. Take partial profit on the LONG positions:

28 Jan: Close 3x LONG at 17.76, previously opened 26 Dec at 11.73. Gross profit is +51.4%.


Update 26-Dec-19:

#VIX hit the 90% inside the lower Bollinger Band. Take profit on the SHORT position and reverse to LONG:

26 Dec: Close 6x SHORT at 11.73, previously opened 3 Dec at 17.72. Gross profit is +33.8%.

26 Dec: Open 6x LONG at 11.73.


Update 3-Dec-19:

#VIX crossed the 80% inside the upper Bollinger Band. Take profit on the LONG position and reverse to SHORT:

3 Dec: Close 6x LONG at 17.72, previously opened 25 Oct at 12.78. Gross profit is +38.6%.

3 Dec: Open 6x SHORT at 17.72.


Update 25-Oct-19:

#VIX hit the 70% inside the lower Bollinger Band. Take profit on the SHORT position and reverse to LONG:

25 Oct: Close 6x SHORT at 12.78, previously opened 3 Oct at 21.34. Gross profit is +40.1%.

25 Oct: Open 6x LONG at 12.78.


Update 3-Oct-19:

#VIX crossed the 90% inside the upper Bollinger Band. Take profit on the LONG position and reverse position to SHORT:

3 Oct: Close 6x LONG at 21.34, previously opened 27 Sep at 15.77. Gross profit is +35.3%.

3 Oct: Open 6x SHORT at 21.34.


Update 27-Sep-19:

#VIX crossed and held the middle Bollinger Band. Take profit on the SHORT position and switch to LONG:

27 Sep: Close 6x SHORT at 15.77, previously opened 5 Aug at 24.06. Gross profit is +34.5%.

27 Sep: Open 6x LONG at 15.77.


Update 5-Aug-19:

#VIX volatility hit the 200% outside the upper Bollinger Band. Take profit on the LONG position and switch to SHORT:

5 Aug: Close 6x LONG at 24.06, previously opened 6 May at 15.30. Gross profit is 6x +57.2%.

5 Aug: Open 6x SHORT at 24.06.


Update 6-May-19:

#VIX volatility increased due to tariff war. #VIX crossed to LONG at shorter timeframe:

6 May: Close 6x SHORT at 15.30, previously opened 2 Jan at 27.54. Gross profit is 6x +44.4%.

6 May: Open 6x LONG at 15.30.


Update 2-Jan-19:

#VIX crossed below the shorter timeframe EMA. Take profit on the LONG position and switch to SHORT:

2 Jan: Close 6x LONG at 27.54, previously opened 4 Dec at 18.50. Gross profit is 6x +48.9%.

2 Jan: Open 6x SHORT at 27.54.


Update 4-Dec-18:

#VIX crossed above the shorter timeframe EMA. Take profit and switch to LONG:

4 Dec: Close 6x SHORT at 18.50, previously opened 26 Nov at 20.05. Gross profit is 6x +7.7%.

4 Dec: Open 6x LONG at 18.50.


Update 26-Nov-18:

#VIX crossed below the shorter timeframe EMA. Switch the LONG position to SHORT:

26 Nov: Close 6x LONG at 20.05, previously opened 20 Nov at 20.14. Gross loss is 6x -0.4%.

26 Nov: Open 6x SHORT at 20.05.


Update 20-Nov-18:

#VIX still volatile and crossed above the shorter time frame EMA. Switch SHORT position to LONG:

20 Nov: Close 6x SHORT at 20.14, previously opened 15 Nov at 20.77. Gross profit is 6x +3.0%.

20 Nov: Open 6x LONG at 20.14.


Update 15-Nov-18:

#VIX crossed below the shorter time frame EMA. Switch LONG to SHORT:

15 Nov: Close 6x LONG at 20.77, previously opened 12 Nov at 18.60. Gross profit is 6x +11.7%.

15 Nov: Open 6x SHORT at 20.77.


Update 12-Nov-18:

#VIX crossed above the shorter time frame and successfully tested it. Switch SHORT to LONG:

12 Nov: Close 6x SHORT at 18.60, previously opened 30 Oct at 23.44. Gross profit is 6x +20.6%.

12 Nov: Open 6x LONG at 18.60.


Update 30-Oct-18:

#VIX crossed downward on the shorter time frame (and S&P crossed upward at the same time). Switch LONG to SHORT:

30 Oct: Close 6x LONG at 23.44, previously opened 24 Oct at 21.01. Gross profit is 6x +11.6%.

30 Oct: Close 6x LONG at 23.44, previously opened 25 Oct at 22.99. Gross profit is 6x +2.0%.

30 Oct: Open 6x SHORT at 23.44.


Update 25-Oct-18:

#VIX tested the EMA but remained LONG on the shorter time. Extend the LONG position:

25 Oct: Open 6x LONG at 22.99.


Update 24-Oct-18:

#VIX crossed 21.01 upwards on the shorter time frame. Take profit on the SHORT position and switch to LONG:

24 Oct: Close 6x SHORT at 21.01, previously opened 23 Oct at 22.07. Gross profit is 6x +4.8%.

24 Oct: Open 6x LONG at 21.01.


Update 23-Oct-18:

#VIX crosses 22.07 downwards on shorter time frame. Take profit on the LONG position and switch to SHORT:

23 Oct: Close 6x LONG at 22.07, previously opened 18 Oct at 17.90. Gross profit is 6x +23.3%.

23 Oct: Open 6x SHORT at 22.07.


Update 18-Oct-18:

Still trading #VIX on shorter timeframe, crossing above 17.9. Take profit on the SHORT position and switch to LONG:

18 Oct: Close 6x SHORT at 17.90, previously opened 15 Oct at 21.40. Gross profit is 6x +16.4%.

18 Oct: Open 6x LONG at 17.90.


Update 15-Oct-18:

Still trading #VIX on shorter timeframe, dropping below 21.4. Take profit on the remaining LONG positions and revert to SHORT:

15 Oct: Close 3x LONG at 21.40, previously opened 10 Oct at 17.41. Gross profit is 3x 22.9%.

15 Oct: Open 6x SHORT at 21.40.


Update 11-Oct-18:

#VIX hit previous highs of 25 to 26. Take partial profit:

11 Oct: Close 3x LONG at 25.00, previously opened 10 Oct at 17.41. Gross profit is 3x 43.6%.


Update 10-Oct-18:

Switch to shorter timeframe due to high volatility in #VIX. Close all SHORT positions and switch to LONG:

10 Oct: Close 1x SHORT at 17.41, previously opened 4 Oct at 13.61. Gross loss is -27.6%.

10 Oct: Close 3x SHORT at 17.41, previously opened 4 Oct at 14.84. Gross loss is 3x -17.3%.

10 Oct: Close 6x SHORT at 17.41, previously opened 8 Oct at 17.49. Gross loss is 6x -2.0%.

10 Oct: Open 6x LONG at 17.41.


Update 8-Oct-18:

#VIX again hit the 200% outside the upper Bollinger Band. Extend the SHORT position:

8 Oct: Open 6x SHORT at 17.49.


Update 5-Oct-18:

#VIX retraced to the 100% on the upper Bollinger Band. Take profit on the 150% and 200% SHORT positions:

5 Oct: Close 4x SHORT at 15.00, previously opened 4 Oct at 15.84. Gross profit is 4x +5.3%.

5 Oct: Close 6x SHORT at 15.00, previously opened 5 Oct at 17.07. Gross profit is 6x +12.1%.


Update 5-Oct-18:

#VIX hit the 200% outside the upper Bollinger Band. Extend the LONG position:

5 Oct: Open 6x SHORT at 17.07.


Update 4-Oct-18:

#VIX hit the 150% outside the upper Bollinger Band. Extend the LONG position:

4 Oct: Open 4x SHORT at 15.84.


Update 4-Oct-18:

#VIX hit the 100% upper Bollinger Band. Extend the LONG position:

4 Oct: Open 3x SHORT at 14.84.


Update 4-Oct-18:

#VIX hit the 40% inside the upper Bollinger Band. Take profit on the LONG position and switch to SHORT:

4 Oct: Close 1x LONG at 13.61, previously opened 28 Sep at 12.15. Gross profit is +12.0%.

4 Oct: Close 2x LONG at 13.61, previously opened 1 Oct at 11.63. Gross profit is 2x +17.0%.

4 Oct: Close 1x LONG at 13.61, previously opened 3 Oct at 11.43. Gross profit is +19.0%.

4 Oct: Open 1x SHORT at 13.61.


Update 3-Oct-18:

#VIX hit the 75% inside the lower Bollinger Band. Extend the LONG position:

3 Oct: Open 1x LONG at 11.43.


Update 1-Oct-18:

#VIX hit the 65% inside the lower Bollinger Band. Extend the LONG position:

1 Oct: Open 2x LONG at 11.63.


Update 28-Sep-18:

#VIX hit the 40% inside the lower Bollinger Band. Open new LONG position:

28 Sep: Open 1x LONG at 12.15.


Update 28-Sep-18:

#VIX hit the 15% inside the lower Bollinger Band. Take profit on the previous LONG positions:

28 Sep: Close 2x LONG at 13.20, previously opened 19 Sep at 11.81. Gross profit is 2x 11.8%.

28 Sep: Close 1x LONG at 13.20, previously opened 19 Sep at 11.38. Gross profit is 16.0%.


Update 20-Sep-18:

#VIX hit the 90% inside the upper Bollinger Band. Extend the LONG position:

20 Sep: Open 1x LONG at 11.38.


Update 19-Sep-18:

#VIX reached the 70% inside the lower Bollinger Band. Open new LONG position:

19 Sep: Open 2x LONG at 11.81.


Update 18-Sep-18:

#VIX reached the 15% inside the upper Bollinger Band. Take profit on the LONG position:

18 Sep: Close 1x LONG at 13.46, previously opened 12 Sep at 12.45 with a rollover from 13.03 to 14.48. Gross loss is -3.5%.


Update 12-Sep-18:

#VIX hit the 45% inside the lower Bollinger Band. Open LONG:

12 Sep: Open 1x LONG at 12.45.


Update 12-Sep-18:

#VIX crossed the 15% inside the lower Bollinger Band. Take profit on all SHORT positions:

12 Sep: Close 1x SHORT at 12.94, previously opened 4 Sep at 14.20. Gross profit is +8.9%.

12 Sep: Close 2x SHORT at 12.94, previously opened 6 Sep at 15.22. Gross profit is 2x +15.0%.


Update 6-Sep-18:

#VIX hit the 75% inside the upper Bollinger Band. Extend the SHORT position:

6 Sep: Open 2x SHORT at 15.22.


Update 4-Sep-18:

#VIX hit the 35% inside the upper Bollinger Band. Open a new SHORT position:

4 Sep: Open 1x SHORT at 14.20.


Update 30-Aug-18:

#VIX hit the 26% inside the upper Bollinger Band. Take profit on the LONG position:

30 Aug: Close 1x LONG at 13.56, previously opened 23 Aug at 11.90. Gross profit is +14.0%.


Update 23-Aug-18:

#VIX hit the 40% inside the lower Bollinger Band. Open a new LONG position:

23 Aug: Open 1x LONG at 11.87.


Update 16-Aug-18:

#VIX hit the 14% inside the lower Bollinger Band. Take profit on all SHORT positions:

16 Aug: Close 1x SHORT at 13.02, previously opened 13 Aug at 14.61. Gross profit is +10.8%.

16 Aug: Close 2x SHORT at 13.02, previously opened 15 Aug at 15.66. Gross profit is 2x +16.8%.

16 Aug: Close 3x SHORT at 13.02, previously opened 15 Aug at 16.65. Gross profit is 3x +21.8%.


Update 15-Aug-18:

#VIX hit the 105% outside the upper Bollinger Band. Extend the SHORT position:

15 Aug: Open 2x SHORT at 15.66.

15 Aug: Open 3x SHORT at 16.65.


Update 13-Aug-18:

#VIX hit the 54% inside the upper Bollinger Band. Close the LONG positions and revert to SHORT:

13 Aug: Close 1x LONG at 14.61, previously opened 2 Aug at 12.40. Gross profit is +17.9%.

13 Aug: Close 2x LONG at 14.61, previously opened 6 Aug at 11.19. Gross profit is 2x +30.5%.

13 Aug: Open 1x SHORT at 14.61.


Update 6-Aug-18:

#VIX hit the 70% inside the lower Bollinger Band. Open additional LONG positions:

6 Aug: Open 2x LONG at 11.19.


Update 2-Aug-18:

#VIX hit the 47% inside the lower Bollinger Band. Open LONG position:

2 Aug: Open 1x LONG at 12.40.


Update 2-Aug-18:

#VIX hit the 26% inside the upper Bollinger Band. Close the LONG position:

2 Aug: Close 1x LONG at 14.18, previously opened 1 Aug at 12.46. Gross profit is +13.7%.


Update 1-Aug-18:

#VIX hit the 40% inside the lower Bollinger Band. Open 1x LONG position:

1 Aug: Open 1x LONG at 12.46.


Update 30-July-18:

#VIX hit the 20% inside the upper Bollinger Band. Close the LONG positions:

30 Jul: Close 3x LONG at 14.30, previously opened 10 Jul at 12.68. Gross profit is 3x +12.7%.


Update 10-July-18:

#VIX hit the 83% inside the lower Bollinger Band. Open 3x LONG positions:

10 Jul: Open 3x LONG at 12.68.


Update 6-Jul-18:

#VIX hit the 44% inside the upper Bollinger Band. Close the SHORT position:

6 Jul: Close 10x SHORT at 14.30, previously opened 25 Jun at 18.10. Gross profit is 10x +21.0%.


Update 25-June-18:

#VIX hit the 148% outside the upper Bollinger Band. Take profit on the LONG position and revert to SHORT:

25 Jun: Close 1x LONG at 14.96, previously opened 21 Jun at 12.86. Gross profit is +16.3%.

25 Jun: Open 10x SHORT at 18.10.


Update 21-June-18:

#VIX hit the 58% inside the lower Bollinger Band. Open SHORT position:

21 Jun: Open 1x LONG at 12.86.


Update 19-June-18:

#VIX hit 6% inside the upper Bollinger Band. Take profit on the LONG position:

19 Jun: Close 1x LONG at 14.60, previously opened 7 Jun at 12.64. Gross profit is +15.5%.


Update 7-June-18:

#VIX hit the 63% inside the lower Bollinger Band. Open LONG position:

7 Jun: Open 1x LONG at 12.64.


Update 31-May-18:

#VIX hit the 22% inside the lower Bollinger Band. Take profit on the SHORT position:

31 May: Close 1x SHORT at 14.69, previously opened 29 May at 18.45. Gross profit is +20.4%.


Update 29-May-18:

#VIX passed the 44% inside the upper Bollinger Band. Take profit on the LONG positions and switch to SHORT:

29 May: Close 6x LONG at 16.76, previously opened 4 May at 13.42. Gross profit is +24.9%.

29 May: Open 1x SHORT at 18.45.


Update 4-May-18:

#VIX hit the 127% outside the lower Bollinger Band. Open LONG positions:

4 May: Open 6x LONG at 13.42.


Update 3-May-18:

#VIX passed the 15% inside the upper Bollinger Band. Take profit and close the LONG position:

3 May: Close 1x LONG at 18.51, previously opened 2 May at 15.76. Gross profit is +17.4%.


Update 2-May-18:

#VIX hit 59% inside the lower Bollinger Band. Open LONG:

2 May: Open 1x LONG at 15.76.


Update 24-Apr-18:

#VIX hit 25% inside the upper Bollinger Band. Take profit on the LONG position:

24 Apr: Close 1x LONG at 19.10, previously opened 18 Apr at 15.34. Gross profit is +24.5%.


Update 18-Apr-18:

#VIX hit the 44% inside the lower Bollinger Band. Open LONG position:

18 Apr: Open 1x LONG at 15.34.


Update 13-Apr-18:

#VIX hit 15% inside the lower Bollinger Band. Take profit on the SHORT position:

13 Apr: Close 1x SHORT at 17.48, previously opened 23 Mar at 22.50. Gross profit is +22.3%.


Update 23-Mar-18:

#VIX hit the 68% inside the upper Bollinger Band. Open SHORT position:

23 Mar: Open 1x SHORT at 22.50.


Update 8-Mar-18:

#VIX crossed the 15% inside the lower Bollinger Band. Take profit on the SHORT position:

8 Mar: Close 8x SHORT at 15.11, previously opened 9 Feb at 32.85. Gross profit is 8x +54.0%.


Update 9-Feb-18:

#VIX at faster timeframe switched from LONG to SHORT:

9 Feb: Close 8x LONG at 32.85, previously opened 7 Feb at 25.40. Gross profit is 8x +29.3%.

9 Feb: Open 8x SHORT at 32.85.


Update 7-Feb-18:

#VIX at faster timeframe switched from SHORT to LONG:

7 Feb: Close 8x SHORT at 25.40, previously opened 6 Feb at 40.24. Gross profit is 8x +36.9.

7 Feb: Open 8x LONG at 25.40.


Update 6-Feb-18:

#VIX at faster timeframe switched from LONG to SHORT:

6 Feb: Close 8x LONG at 40.24, previously opened 2 Feb at 15.66. Gross profit is 8x +157.0%.

6 Feb: Open 8x SHORT at 40.24.


Update 2-Feb-18:

#VIX passing the upper volatility band. Trade faster timeframe. Stop loss hit on the previous SHORT positions and switch to LONG:

2 Feb: Close 6x SHORT at 15.66, previously opened 16 Jan at 11.60. Gross loss is 6x -35.0%.

2 Feb: Close 4x SHORT at 15.66, previously opened 29 Jan at 13.75. Gross loss is 4x -13.9%.

2 Feb: Close 6x SHORT at 15.66, previously opened 30 Jan at 15.37. Gross loss is 6x -1.90%.

2 Feb: Open 8x LONG at 15.66.


Update 30-Jan-18:

#VIX hit the 204% outside the upper Bollinger Band. Extend the SHORT positions:

30 Jan: Open 6x SHORT at 15.37.


Update 29-Jan-18:

#VIX hit the 154% outside the upper Bollinger Band. Extend the SHORT positions:

29 Jan: Open 4x SHORT at 13.75.


Update 16-Jan-18:

#VIX hit the 126% outside the upper Bollinger Band. Open the following SHORT positions:

16 Jan: Open 6x SHORT at 11.60.


Update 12-Jan-18:

#VIX hit the 36% inside the lower Bollinger Band. Close the SHORT position:

12 Jan: Close SHORT at 9.90, previously opened 10 Jan at 10.84. Gross profit is +8.7%.


Update 10-Jan-18:

#VIX hit the 40.8% inside the upper Bollinger Band. Close LONG positions and switch to SHORT:

10 Jan: Close 3x LONG at 10.41, previously opened 4 Jan at 9.22. Gross profit is 3x +12.9%.

10 Jan: Open 1x SHORT at 10.84.


Update 4-Jan-18:

#VIX hit the 77.9% inside the lower Bollinger Band. Open LONG positions:

4 Jan: Open 3x LONG at 9.22.


Update 3-Jan-18:

#VIX crossed the 15% inside the lower Bollinger Band. Close the SHORT position:

3 Jan: Close SHORT at, 9.65, previously opened 2 Jan at 10.99. Gross profit is +12.2%.


Update 2-Jan-18:

#VIX crossed the 40% inside the upper Bollinger Band. Open SHORT:

2 Jan: Open SHORT at 10.99.

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