VXX/XIV Trading

 

 

 

Backtest results for XIV using VXF Contango. Not ideal, more room to improve.

Scroll down to view past Venus signals.

 

Screen-Shot-2017-02-09-at-2.59.51-PM

Backtest results for VXX/XIV trading strategy using signals generated from mid-term VIX term structure.

Scroll down to view past Mercury signals.

VXX/XIV IVTS MID

 

 

Past Signals (Long Only):