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Tuesday, March 29, 2011

VIX trading model and VIX etfs

Below is a list of all the new and old ETFs and ETNs that track the VIX futures.



Below is a hypothetical equity curve of trading our VIX model using the VXZ for longs and VXX for shorts. This model would have turned $1,000 into $4,345 which is a 103% annualized return. All entry and exit signals were made public up until February 24th, you can see the list of trades here.


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