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New Strategy Trading Crude Oil with VWAP

Posted by David Bean on

We are releasing a new strategy today, September 26, 2017. Cobra Crude VWAP. This is a combination of a variation of an old strategy, Cobra Crude, combined with VWAP (Volume Weighted Average Price). We go into the details for this strategy below. Crude Oil can be a challenging market to trade and the last 6 months mean reversion seems to persist, making it difficult to trade the trend. We have found that there can be separation from the VWAP and mean reversion, which can provide a trend trade. This strategy takes advantage of that.

The equity curve for Cobra Crude Oil is turning up as well with a nice trade yesterday. You can get both strategies, Cobra Crude Oil and Cobra Crude Oil VWAP when you sign up for an annual lease of Cobra Crude Oil.

This strategy is not in the portfolio yet. There is a chance that we could add it. See all the details in the video below and stay tuned.

 


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