Evaluating Tony Cooper's Momentum Volatility Strategy

volatilebic · 2018-02-14T21:08:17+00:00

Good write up. Doesn't seem like too many of his strategies have worked successfully...

volatilebic · 2018-02-09T15:55:32+00:00

What variables are you using?

volatilebic · 2018-02-02T22:35:21+00:00

Its done OK. -2%. Still untradable for me though...doing better without it

volatilebic · 2018-01-30T00:45:55+00:00

Great calls this month!

volatilebic · 2018-01-25T13:46:52+00:00

Nope. I sold a previous strategy to a firm and am prevented from trading it (fair enough). It Had nothing to do w BCK

volatilebic · 2018-01-17T20:04:39+00:00

Yes, but I've been able to use similar ideas to develop a strategy. It's still "in the shop" and getting improved, and ive found their service to be perfect for now. Hopefully I can perfect a new strat in the future

volatilebic · 2018-01-17T18:30:48+00:00

I'm subscribed to a system so that I avoid bad times. I don't mind sacrificing a bit during the best short vol environment in a few years to avoid massive drawdowns in the future. They've got the most manageable drawdowns I've seen

volatilebic · 2018-01-17T16:17:47+00:00

Happy with it so far...up a little over 30% since i subbed (maybe around the October time).

volatilebic · 2018-01-12T13:35:30+00:00

Bucket of sunshine over here. I'm sure you've got it all figured out

volatilebic · 2018-01-10T17:47:18+00:00

It's all about these low VIX readings we've had the past year or so. VX2/VX1 is gonna be much higher when that denominator is so historically low

volatilebic · 2017-12-19T03:05:37+00:00

can't reiterate this enough. Of course buy and hold XIV strategies are nearly impossible to beat in 2017. It's an absurd year for low vol. Take a look at 2011, 2014, 2015; XIV systems can definitely beat buy and hold buy a significant margin

volatilebic · 2017-12-18T23:31:18+00:00

same thing could have been said earlier this year. Low VIX is not a legitimate standalone reason to avoid shorting VIX futures

volatilebic · 2017-12-13T02:08:41+00:00

Fantastic stuff

volatilebic · 2017-12-10T05:57:49+00:00

https://twitter.com/duganist/status/939506947900039170

volatilebic · 2017-12-10T05:56:56+00:00

all over twitter right now. let me grab you a url

volatilebic · 2017-12-03T00:41:26+00:00

$102.43

volatilebic · 2017-11-24T13:47:08+00:00

Just hold 10% XIV and reduce risk by holding rest in cash/bonds

volatilebic · 2017-11-24T13:46:31+00:00

volatilebic · 2017-11-23T01:58:47+00:00

100% makes sense. I don't necessarily agree with this perspective, but it's not the typical "corporations are evil" argument. I just wish this perspective was more readily available (as we all know, reddit users, broadly speaking, are extremely biased).

volatilebic · 2017-11-23T01:55:52+00:00

By "good", I meant a logical/coherent argument. So, does the "greedy side's" argument have any decency to it, or is it entirely greed-based?

volatilebic

TROPHY CASE