Frequently Asked Questions

Dr K TVIX / UVXY Model
Amazing theoretical performance on TVIX, but how have your actual portfolios performed in 2011?
The theoretical performance would have been essentially reproduced had one bought the respective ETF at the time the email was sent. Of course, subtract commissions costs and any slippage, both which should be relatively minimal.

 

We can provide third-party-calculated results for our fund to accredited investors who qualify with a minimum net worth of $1.5 million exclusive of their home. Otherwise, our results are private, but rest assured that while we are not at the results one could achieve using the TVIX and the MDM signals as we dont necessarily go in 100% on a 3-times ETF when the model switches signals, we are handily kicking the market's butt.

 

Note, we do not buy 100% of the respective ETF on a buy or a sell signal since we are also doing other things in our accounts such as going long or short individual stocks. And what Gil does in his account can be quite different from what I do in mine since we have different risk tolerance levels and focal points. For example, on the short side, Gil likes to short individual stocks while I tend to focus on inverse ETFs.


Published: Sep 23 2011