Constant Stop Loss

Constant Stop Loss Optimization

This optimization optimizes a constant value of VIX where the VXX will be bought/sold, and the % profit target. The water line represents the RAR/MDD of short & hold.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s