VIX SWING TRADER
Description
The VIX Swing Trader trades the VelocityShares Daily Inverse VIX Medium-Term ETN (ZIV) and is a sub-strategy of the Systematic Volatility strategy that forms part of the Systematic Strategies Fund. The strategy has been traded live since 2012.
The strategy trades 1-2 times a month, initiating trades at the market open at 9:30 ET) and closing positions at the market open 2-3 days later.
The capital allocated to the strategy is $20,000 and this can be easily scaled down or up (to a maximum of $250,000) according to the equity in the account.
Performance Summary
Monthly returns (net of commission & slippage)
*Returns are calculated net of commission and slippage, assuming a constant $20,000 of investment capital.
Advantages of the Strategy
Consistent Performance
The strategy has suffered no down years since inception in 2012.
Limited Risk
The strategy trades only once or twice a month, when conditions are ideal, and positions are held for a few days.
Downside risk is controlled using stop loss orders.
Low Correlation
The strategy has low correlation with major equity indices.
Performance tends to increase during periods of high market volatility.
Use Any Broker
Or open a new account at any of our supported brokers.
Fully Automated
All trades can be executed automatically in your trading account. But you remain in full control of the account.
Monthly Subscription
You can unsubscribe at any time.
SYSTEMATIC STRATEGIES LLC
Systematic Strategies is an alternative investments firm utilizing quantitative modeling techniques to develop profitable trading strategies for deployment into global markets. Systematic Strategies seeks qualified investors as defined in Regulation D of the Securities Act of 1933. For information please contact us at info@ systematic-strategies.com or visit www.systematic-strategies.com.
RISK DISCLOSURE
This web site and the information contained herein is not and must not be construed as an offer to sell securities. Certain statements included in this web site, including, without limitation, statements regarding investment goals, strategies, and statements as to the manager’s expectations or opinions are forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 (the “Securities Act”) and Section 21E of the Securities Exchange Act of 1944 (the “Exchange Act”) and are subject to risks and uncertainties. The factors discussed herein could cause actual results and development to be materially different from those expressed in or implied by such forward-looking statements. Accordingly, the information in this web site cannot be construed as to be guaranteed.
