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Oct 13
4 min

Static value vs monthly additions - Compounded over 25 years

VTS Community, There was a lot of great feedback from yesterdays blog so we'll keep it going with a follow up while it's still fresh in o...

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Short Volatility (short VXX) performance of volatility ranges

Brent Osachoff

Aug 20
4 min

Short Volatility (short VXX) performance of volatility ranges

Continuing on with the theme for the week, which is all about the VB Threshold strategy and its leveraged alternative, I want to discuss ...

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General Volatility metrics dashboard - Short Vol bias, percentile, median

Brent Osachoff

Aug 12
4 min

General Volatility metrics dashboard - Short Vol bias, percentile, median

I have updated the General Volatility metrics data table to be the same as the Specialty Volatility metrics table above it. Just keeping...

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Volatility Barometer - % of days in each "decile" range

Brent Osachoff

Aug 10
3 min

Volatility Barometer - % of days in each "decile" range

The VB Threshold strategy has moved into SVXY for the first time in several months. That means we're now in the 20-40% range of the Vola...

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VXX Puts & Calls vs Short VXX - How as each done since Feb 18'?

Brent Osachoff

Aug 3
4 min

VXX Puts & Calls vs Short VXX - How as each done since Feb 18'?

It's been a little while since I last addressed the "VXX Puts vs Short VXX" question so let's revisit this today. That is to say, which ...

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VTS Tactical Volatility strategy - Trade profit/duration data study

Brent Osachoff

Jul 27
5 min

VTS Tactical Volatility strategy - Trade profit/duration data study

Today is day 7 for our Long VXX Put position within the Tactical Volatility strategy. It was initiated on July 17th and we're still main...

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All 4 strategies are positioned aggressively, finally!

Brent Osachoff

Jul 21
3 min

All 4 strategies are positioned aggressively, finally!

VTS Community, As of yesterday we have all 4 of our strategies in what are considered aggressive positions, finally! This alignment of a...

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Can VIX futures Contango Backwardation "time" the S&P 500?

Brent Osachoff

Jun 17
4 min

Can VIX futures Contango Backwardation "time" the S&P 500?

I've made no secret of the fact that I believe the most important aspect of long term investing is avoiding excessive drawdowns. Mathema...

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Where did contango go? VIX futures expiration cycle example

Brent Osachoff

May 20
4 min

Where did contango go? VIX futures expiration cycle example

I get a lot of people asking how to calculate VIX contango and why it sometimes makes big changes day to day. Since we saw a big change ...

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Defense at the cost of offense? - TPS top 10 gains and losses

Brent Osachoff

May 18
3 min

Defense at the cost of offense? - TPS top 10 gains and losses

VTS Community, One of the core principles in my overarching investing philosophy is that I believe it's far more important to be conserva...

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Read this before considering adding leverage to VTS strategies

Brent Osachoff

Apr 21
5 min

Read this before considering adding leverage to VTS strategies

Due to the sheer number of questions I get regarding adding leverage to the VTS strategies, I will (reluctantly) add leveraged sub-page...

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Brent Osachoff

Apr 18
5 min

Short S&P 500 instead of Gold?

Question: Why don't you short the S&P 500 instead of buying Gold? (VTS Tactical Balanced strategy) This question is most commonly asked...

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Brent Osachoff

Apr 16
6 min

Real performance vs backtests

VTS Community, I've added several new questions to the website Q&A, but I'm also starting in on some of the more interesting ones, and I w...

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Brent Osachoff

Mar 30
4 min

The best Offense is a good Defense

VTS Community, "The best defense is a good offense" I'm sure you've heard this saying before right? The idea that the best path to victo...

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Brent Osachoff

Mar 26
5 min

Here's why "Correlations" matter

VTS Community: Correlation and why it's so important: Studies show the average investor only makes about a 2-3% rate of return in the lon...

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Long Volatility is a frustrating trade - Let me show you why

Brent Osachoff

Mar 6
7 min

Long Volatility is a frustrating trade - Let me show you why

VTS Community, Everybody who dips a toe in the volatility pool eventually has dreams of hitting that perfect buy on something like VXX ju...

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Brent Osachoff

Mar 5
4 min

All VTS Strategy Trade Frequency

We have a very large VTS community (members from 57 countries now) and everyone is going to have their own "ideal" trade frequency. - ...

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I'm not a bull or a bear - I manage risk and trade the market we have

Brent Osachoff

Feb 27
4 min

I'm not a bull or a bear - I manage risk and trade the market we have

This latest stock market crash has yet again brought one fundamental truism of investing into the light. It's something that really shou...

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An introduction to beta - What is the VIX:SPX beta?

Brent Osachoff

Feb 26
5 min

An introduction to beta - What is the VIX:SPX beta?

In the investing world, beta is generally referring to an individual security's return in relation to the movement of the underlying benc...

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Brent Osachoff

Feb 18
5 min

VTS Cash VIX Oscillator

I hope everyone had a great holiday long weekend and are ready to get back into it. As promised I'm going to go over a new addition to t...

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