How does the strategy “work”? What indicators, data, etc. do you use?

We don’t divulge specifically what is happening “under the hood” of our strategy.

As one would expect, we take into account a number of factors that many other traders also consider, like the state of the VIX futures term-structure and the volatility risk premium, but there are a number of other factors we also take into account that (to the best of our knowledge) are unique to Volatility Made Simple.

These other unique factors are the competitive advantage of our strategy over our competitors, and thus, we keep them close to the vest.

Posted in: About Our Strategy