Signal-based trading of volatility Exchange-Traded Products (ETPs) including XIV, VXX, UVXY, ZIV, and VXZ.
Symbology | Position | Quantity | Entry | Exit | P/L ($) | P/L (%) | Entry Date | Exit Date | |
---|---|---|---|---|---|---|---|---|---|
XIV | Long | 5,000.00 | $18.12 | $20.8525 | $13,662.50 | 15.08% | 02/17/2016 | 03/03/2016 | |
VXX | Long | 4,000.00 | $25.70 | $27.1425 | $5,770.00 | 5.61% | 01/28/2016 | 02/08/2016 | |
VXX | Long | 4,000.00 | $25.87 | $24.7425 | $-4,510.00 | -4.36% | 01/26/2016 | 01/27/2016 | |
VXX | Long | 4,000.00 | $25.15 | $26.1925 | $4,170.00 | 4.15% | 01/22/2016 | 01/25/2016 | |
VXX | Long | 4,000.00 | $27.41 | $27.4425 | $130.00 | 0.12% | 01/21/2016 | 01/21/2016 | |
VXX | Long | 4,000.00 | $26.60 | $27.0525 | $1,810.00 | 1.70% | 01/19/2016 | 01/20/2016 | |
XIV | Long | 4,000.00 | $26.62 | $23.3425 | $-13,110.00 | -12.31% | 12/30/2015 | 01/04/2016 | |
VXX | Long | 2,000.00 | $21.63 | $21.6425 | $25.00 | 0.06% | 12/18/2015 | 12/21/2015 | |
VXX | Long | 3,000.00 | $19.89 | $21.5425 | $4,957.50 | 8.31% | 12/17/2015 | 12/18/2015 | |
VXX | Long | 1,500.00 | $19.23 | $23.4625 | $6,348.75 | 22.01% | 12/08/2015 | 12/11/2015 |