ProfitHarvest

[UVXY] Volatility Matrix Prediction Strategy... Data is $$$!

Long
AMEX:UVXY   PROSHARES TRUST II
Last time we got a volatility spike we had this signal sequence:
June 3rd: LL VVIX
June 5th: Small Buy VVIX , LL UVXY / VIX / VXN (4 x LL, 1 x SB )
June 9th: SB VXN , Large Buy VVIX , SB VIX (4 x LL, 2 x SB , 1 x LB - enough signals at all levels, possible entry confirm)
June 10th: SB UVXY (add'l confirm)
June 11th: LB UVXY (your money is probably good)
June 12th: HH UVXY / VXN / VVIX
June 13th: HH VIX

What we got now indicates that we're not going to see any volatility spike in the next few days (at least aside from our Buy Entry Window for UVXY but that Small Sell kinda ruins it). If we keep an eye and collect enough signals though it could give us everything we need to jump in right before a spike.

Signal Stages
Weak/Start: LL
Strong/Entry Confirm: SB
Strongest/Entry Confirm: LB

Keep in mind any Small or Large Sell in between would cancel out the previous Buys.

I'll keep you guys posted! B)

Shoutout to @itsallsotiresome for the VVIX and VXN education and @avacamir for the indicators.

Comments

Volatility has been sucked right out of this market like a vacuum!
Such as sad state of affairs that there is no price discovered what so ever.

I'm inclined to believe this market continues to do what it has done in the recent past, bull doze the shorts and trend up high and even higher.
At this point, price is a just a number.

Maybe once the SPX enters the stratosphere like gold there may be consequences but for now it seems like the sky is the limit.
+5 Reply
@nychump, Oh yea so true, that's due to high liquidity.

In the meantime might as well dial in a volatility model and try to nail the next spike B).
Reply
@CryptoFundManager Fun way to deploy your indicators :)
+3 Reply
CryptoFundManager ProfitHarvest
@ProfitHarvest, haven`t thought of splitting the screen on TV. i don`t know how to do that, but it`s an amazing idea! because some of the users judge you by the hourly timeframe, looking at your indicators after few days. In that period of time, the indicators already show a change of trend, so they sometimes blame your ideas. Everything is dynamic in the markets, and a sell or a buy is not a definitive signal.
+1 Reply
ProfitHarvest CryptoFundManager
@CryptoFundManager, it’s the little square icon next to Your charts drop down ;).
+1 Reply
CryptoFundManager ProfitHarvest
@ProfitHarvest, thank you very much
+1 Reply
how many times wrong?
+2 Reply
ProfitHarvest runwiththedream
@runwiththedream, As many as it takes until my model can print money B)
+1 Reply
@ProfitHarvest Any idea why UVXY has been moving a fair bit less than VIX itself? Today and yesterday you have the VIX bouncing nicely but no multiplied gains in the leveraged ETF...
+1 Reply
ProfitHarvest farmerisland
@farmerisland, they are related but are structured a bit differently. UVXY is more immune to small volatility But will multiply bigger and especially sustained market drops, VIX a bit more sensitive but won’t move as extreme. High liquidity is keeping volatility low.
Reply
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