Brent OsachoffAug 10, 20203 minArticle #596) Volatility Barometer - % of days in each "decile" rangeThe VB Threshold strategy has moved into SVXY for the first time in several months. That means we're now in the 20-40% range of the...
Brent OsachoffAug 3, 20204 minArticle #595) VXX Puts & Calls vs Short VXX - How has each done since Feb 18'?It's been a little while since I last addressed the "VXX Puts vs Short VXX" question so let's revisit this today. That is to say, which...
Brent OsachoffJul 27, 20205 minArticle #594) VTS Tactical Volatility strategy - Trade profit/duration data studyToday is day 7 for our Long VXX Put position within the Tactical Volatility strategy. It was initiated on July 17th and we're still...
Brent OsachoffJul 21, 20203 minArticle #593) All 4 strategies are positioned aggressively, finally!VTS Community, As of yesterday we have all 4 of our strategies in what are considered aggressive positions, finally! This alignment of...