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iPath S&P 500 VIX ST Futures ETN Message Board

  • wes_w_weber wes_w_weber Apr 4, 2012 10:05 AM Flag

    I would close short when I see +VXX and +DOW

    If the VXX (VIX) starts increasing on positive days I would consider leaving my short alone for 30 days as suggested by its history. To re-enter of course at 31 days ;). You might be able to increase your Seeking Alpha strategy even more - I think it would be analogous to his standard deviation model though...

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