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VIX Swing E-mini S&P

VIX Swing is a swing trade strategy that is used use on 60 minute charts to take long only trades when the VIX is low. The goal of this strategy is to take advantage of the melt up type of markets that we know can last for long periods of time. While many traders continue to try to call a top or wait for volatility to pick, this strategy takes advantage of the market environment that exists and continues to buy the dips. This strategy does not use a stop loss and has a $15,000 drawdown. 

The performance for this strategy as well as the Money Management Algorithm version for this strategy is shown below. VIX Swing E-mini S&P open code is included with your purchase of the Money Management Algorithms and is designed for Tradestation 9.5, NinjaTrader 7, NinjaTrader 8, and MultiCharts 10.

 

Tradestation Performance Summary
VIX Swing E-mini S&P
*Data settings 11/01/1997 – 03/27/2017
No Slippage and Commission has been added
Price is not required to trade through the limit order


Tradestation Performance Summary
VIX Swing E-mini S&P, Money Management Algorithm Version
*Data settings 11/01/1997 – 03/27/2017
No Slippage and Commission has been added
Price is not required to trade through the limit order

This strategy is also designed to work on the Tradestation 9.5, NinjaTrader 7, NinjaTrader 8, and MultiCharts 10 platforms. You can see the results for each platform below. We post the performance summaries for all platforms below starting with Tradestation, without slippage and commission. We show the results without slippage and commission since different platforms calculate slippage and historical bar assumptions differently. Without slippage and commission, we remove a factor that allows us to see differences between the platform that include any data or programming language differences.

NinjaTrader 7 Performance Summary
VIX Swing E-mini S&P
*Data settings 01/01/2006 – 03/27/2017
*No Slippage and Commission has been added
Price is not required to trade through the limit order

NinjaTrader 7 Performance Summary
VIX Swing E-mini S&P, Money Management Algorithm Version
*Data settings 01/01/2006 – 03/27/2017
No Slippage and Commission has been added
Price is not required to trade through the limit order