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Don't throw away a good strategy because of a small sample size
Meaning, "Don't throw the baby out with the bathwater". A small sample of 11 days & one outlier shouldn't be the yardstick. All strategies take time to develop & the VIX Daily Strategy is no different.

You can't trade the VIX
This might come as a surprise but there is a problem trying to trade the VIX, why? - because it's a "fear" indicator. In saying this, the VIX is very useful & usable but you can't trade it. It might also come as a surprise that you can't trade the "Bollinger Bands" indicator either because it's an indicator. An Indicator is just that, an indicator. But notwithstanding my comments, we can still use the indicator to our advantage to pick optimal entry & exit points of the bands. The Bollinger Bands (the indicator) is the foundation of many versions of the Bollinger Bands Breakout Strategy (BBO).

There are parts of the VIX Strategy I find disconcerting
The VIX (fear & greed indicator) goes up & down like a yo-yo. The Duc went to great lengths for me to understand how he uses the VIX (in conjunction) with a variety of other confirming indicators. Trying to code his fundamental approach utilising the VIX wasn't that hard. Duc's methodology made a great indicator but as a trading strategy is was less than impressive.

Trend Trading
With trend trading, we never get in at the start of a trend & unfortunately we need to surrender some open profits to exit. Grabbing the "meat" of the move "over & over" is the secret of successful trading & it's the same trading the VIX. I've explained it all before so I won't go over it again. Using trigger levels of the VIX "move" is at the heart of the idea. The VIX needs to sustain a continuously unbroken level over 10 days (bar-by-bar) to generate buy & sell signals. (a novel idea)

Members posts
The "Action Strategy", the "VIX Daily Strategy", the "HappyCat Strategy", the "Ducati Stop & Go Indicator", "Ducati Acceleration Indicator" & the "Ducati Blue Bar Strategy" all have been developed from the words of our resident Guru [USER=2975]@ducati916[/USER].

Member interest
I'm sure the Duc will be taking an ongoing interest in the progress of both reported strategies. (1) The paper trading of the "VIX Daily Strategy" & eventually (2) the "HappyCat Strategy" when it goes live. As traders, we sometimes fail to realise the value contained in the posts in this forum.

Skate.

<blockquote data-quote="Skate" data-source="post: 1092709" data-attributes="member: 57364">Don&#039;t throw away a good strategy because of a small sample sizeMeaning, &quot;Don&#039;t throw the baby out with the bathwater&quot;. A small sample of 11 days &amp; one outlier shouldn&#039;t be the yardstick. All strategies take time to develop &amp; the VIX Daily Strategy is no different.You can&#039;t trade the VIXThis might come as a surprise but there is a problem trying to trade the VIX, why? - because it&#039;s a &quot;fear&quot; indicator. In saying this, the VIX is very useful &amp; usable but you can&#039;t trade it. It might also come as a surprise that you can&#039;t trade the &quot;Bollinger Bands&quot; indicator either because it&#039;s an indicator. An Indicator is just that, an indicator. But notwithstanding my comments, we can still use the indicator to our advantage to pick optimal entry &amp; exit points of the bands. The Bollinger Bands (the indicator) is the foundation of many versions of the Bollinger Bands Breakout Strategy (BBO).There are parts of the VIX Strategy I find disconcertingThe VIX (fear &amp; greed indicator) goes up &amp; down like a yo-yo. The Duc went to great lengths for me to understand how he uses the VIX (in conjunction) with a variety of other confirming indicators. Trying to code his fundamental approach utilising the VIX wasn&#039;t that hard. Duc&#039;s methodology made a great indicator but as a trading strategy is was less than impressive.Trend TradingWith trend trading, we never get in at the start of a trend &amp; unfortunately we need to surrender some open profits to exit. Grabbing the &quot;meat&quot; of the move &quot;over &amp; over&quot; is the secret of successful trading &amp; it&#039;s the same trading the VIX. I&#039;ve explained it all before so I won&#039;t go over it again. Using trigger levels of the VIX &quot;move&quot; is at the heart of the idea. The VIX needs to sustain a continuously unbroken level over 10 days (bar-by-bar) to generate buy &amp; sell signals. (a novel idea)Members postsThe &quot;Action Strategy&quot;, the &quot;VIX Daily Strategy&quot;, the &quot;HappyCat Strategy&quot;, the &quot;Ducati Stop &amp; Go Indicator&quot;, &quot;Ducati Acceleration Indicator&quot; &amp; the &quot;Ducati Blue Bar Strategy&quot; all have been developed from the words of our resident Guru [USER=2975]@ducati916[/USER].Member interestI&#039;m sure the Duc will be taking an ongoing interest in the progress of both reported strategies. (1) The paper trading of the &quot;VIX Daily Strategy&quot; &amp; eventually (2) the &quot;HappyCat Strategy&quot; when it goes live. As traders, we sometimes fail to realise the value contained in the posts in this forum.Skate.</blockquote>

[QUOTE="Skate, post: 1092709, member: 57364"] [B]Don't throw away a good strategy because of a small sample size[/B] Meaning, "Don't throw the baby out with the bathwater". A small sample of 11 days & one outlier shouldn't be the yardstick. All strategies take time to develop & the VIX Daily Strategy is no different. [B]You can't trade the VIX[/B] This might come as a surprise but there is a problem trying to trade the VIX, why? - because it's a "fear" indicator. In saying this, the VIX is very useful & usable but you can't trade it. It might also come as a surprise that you can't trade the "Bollinger Bands" indicator either because it's an indicator. An Indicator is just that, an indicator. But notwithstanding my comments, we can still use the indicator to our advantage to pick optimal entry & exit points of the bands. The Bollinger Bands (the indicator) is the foundation of many versions of the Bollinger Bands Breakout Strategy (BBO). [B]There are parts of the VIX Strategy I find disconcerting[/B] The VIX (fear & greed indicator) goes up & down like a yo-yo. The Duc went to great lengths for me to understand how he uses the VIX (in conjunction) with a variety of other confirming indicators. Trying to code his fundamental approach utilising the VIX wasn't that hard. Duc's methodology made a great indicator but as a trading strategy is was less than impressive. [B]Trend Trading[/B] With trend trading, we never get in at the start of a trend & unfortunately we need to surrender some open profits to exit. Grabbing the "meat" of the move "over & over" is the secret of successful trading & it's the same trading the VIX. I've explained it all before so I won't go over it again. Using trigger levels of the VIX "move" is at the heart of the idea. The VIX needs to sustain a continuously unbroken level over 10 days (bar-by-bar) to generate buy & sell signals. (a novel idea) [B]Members posts[/B] The "Action Strategy", the "VIX Daily Strategy", the "HappyCat Strategy", the "Ducati Stop & Go Indicator", "Ducati Acceleration Indicator" & the "Ducati Blue Bar Strategy" all have been developed from the words of our resident Guru [USER=2975]@ducati916[/USER]. [B]Member interest[/B] I'm sure the Duc will be taking an ongoing interest in the progress of both reported strategies. (1) The paper trading of the "VIX Daily Strategy" & eventually (2) the "HappyCat Strategy" when it goes live. As traders, we sometimes fail to realise the value contained in the posts in this forum. Skate. [/QUOTE]

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