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Frequently Asked Questions

Dr K VIX Volatility Model
Do you have a list of annual returns for both MDM and VVM market timing models?

All results are shown on the results table here: http://www.virtueofselfishinvesting.com/market-timing-results 

VVM (VIX Volatility Model):
Prior to the 11-8-16 buy signal, results shown do not reflect debugging which improved the algorithm's profit/loss. Thus, since 12-23-15, while a hypothetical $10,000 investment would be now worth $20,182 (excluding commissions and slippage which has shown in actual trades to be less than 0.1% per trade), the result is considerably better after the debugging.

All results for VVM starting on 11-8-16 are in real-time. So far this year, VVM is up +31.7% (as of this writing on 1-27-17).

The highly manipulated QE markets of the last few years have been the most challenging environment for market timing as meaningful corrections rarely take place. Indeed, the S&P 500 had minimal corrections in 2013, and in 2015 was largely trendless. This was a source of frustration, thus VVM was born. VVM has shown in backtests and in real-time such as with its 7-15-16 sell signal to be profitable even in trendless markets: http://www.virtueofselfishinvesting.com/reports/view/market-lab-report-mega-frustrating-markets-not-necessarily 


Published: Feb 7 2017