Any strategies I’m currently looking into are being forward tested on a demo account and the results posted below.
VIX S&P500 Long-only Strategy
Current Balance: £10,586.77 (+5.86%)
| Date | Open | Stop | Stop Pips | Tgt | Tgt Pips | RR | Acc Rsk | Close | Fnl Pips | Days Held | Gross P&L (£) | Comment |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15 Jun 2017 | 2420 | 2409 | 110 | 2444 | 240 | 2.18 | 1.5% | 2444 | 240 | 3 | 120.00 | * Looks very toppy |
| 17 May 2017 | 2380 | 2342 | 380 | 2418 | 380 | 1 | 2% | 2304 | 200 | 8 | 190.00 | * Big stop so targetted min RR (1x) |
| 10 Apr 2017 | 2346 | 2315 | 310 | 2380 | 340 | 1.09 | 1.55% | 2380.0 | 340 | 15 | 170.00 | Doubled long position |
| 28 Mar 2017 | 2340 | 2315 | 250 | 2380 | 400 | 1.6 | 0.6% | 2380.0 | 400 | 20 | 200.00 | Like the entry |
| 13 Mar 2017 | 2367.7 | 2349.0 | 187 | 2400 | 323 | 1.72 | 0.9% | 2349.0 | -187 | 8 | -93.50 | Prior high target |
| 28 Feb 2017 | 2362.4 | 2336 | 264 | 2400 | 376 | 1.42 | 1.4% | 2400.2 | 378 | 1 | 189.00 | Round number target |
| 15 Feb 2017 | 2324.0 | 2292 | 132 | 2371 | 186 | 1.4 | 0.7% | N/A | N/A | N/A | 0.00 | Didn't trigger |
| 31 Jan 2017 | 2278.1 | 2252.4 | 257 | 2303 | 249 | 0.95 | 1.28% | 2302.9 | 249 | 10 | 121.70 | Prior high target |
Starting Balance: £10,000.00