Do you provide actual results? How long have you traded this strategy?

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