I’ve been trading VIX ETP strategies substantially similar to what we show here at Volatility Made Simple since early 2011 (and trading quantitative strategies in general since the late 1990’s).
I have made small improvements to my approach over that time though, and the backtest I show here at VMS represents my best, most up-to-date work, but it is only that: a backtest.
In my own personal portfolio, I trade a number of different instruments and strategies which I don’t talk about here on the site in an effort to keep our service streamlined and straightforward. That diversification is of course a good thing, but the downside is that my past results include a lot of things that would be irrelevant to readers.
I am fixing that. Since launching Volatility Made Simple and making our strategy available to subscribers, I’ve begun trading the strategy we show here in a separate, standalone account. I intend to post account statements to the site once I’ve built up enough history to be useful to readers.
Posted in: About Our Strategy