Note, all returns and drawdowns are based on buying 2x ETF UVXY on a BUY signal and buying 1x ETF XIV on a SELL signal. There are no 2x inverse ETFs at this time. One could buy twice as much XIV on a sell signal or buy half as much UVXY on a buy signal, but make sure your position sizes are in line with your risk tolerance levels.
Market Lab Report - VIX Volatility Model Drawdowns - Clarification
|Published:||13 Jan 2016 19:54 ET|
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