Vixclass
Vixclass
Vixclass
Disclaimer: The Connors Group, Inc. ("Company") is not an investment advisory service, nor a registered investment advisor or broker-dealer and does not purport to tell or suggest which securities customers should buy or sell for themselves. The analysts and employees or affiliates of Company may hold positions in the stocks or industries discussed here. You understand and acknowledge that there is a very high degree of risk involved in trading securities. The Company, the authors, the publisher, and all affiliates of Company assume no responsibility or liability for your trading and investment results. Factual statements on the Company's website, or in its publications, are made as of the date stated and are subject to change without notice. It should not be assumed that the methods, techniques, or indicators presented in these products will be profitable or that they will not result in losses. Past results of any individual trader or trading system published by Company are not indicative of future returns by that trader or system, and are not indicative of future returns which be realized by you. In addition, the indicators, strategies, columns, articles and all other features of Company's products (collectively, the "Information") are provided for informational and educational purposes only and should not be construed as investment advice. Examples presented on Company's website are for educational purposes only. Such set-ups are not solicitations of any order to buy or sell. Accordingly, you should not rely solely on the Information in making any investment investment. Rather Rather, you should use the Information only as a starting point for doing additional independent research in order to allow you to form your own opinion regarding investments. You should always check with your licensed financial advisor and tax advisor to determine the suitability of any investment. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING AND MAY NOT BE IMPACTED BY BROKERAGE AND OTHERSLIPPAGE FEES. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDERUNDER OR OVER-COMPENSATED OVER COMPENSATED FOR THE IMPACT IMPACT, IF ANY ANY, OF CERTAIN MARKET FACTORS FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. The Connors Group, Inc., 15260 Ventura Blvd., Ste. 2200, Sherman Oaks, CA 91403 Copyright The Connors Group, Inc., 2007.
IN CASE OF TECHNICAL DIFFICULTY: Due to technical problems associated with the site we are broadcasting from, there is a small possibility that our transmission will be interrupted. If the transmission freezes for over two minutes or if you are unable to hear the presentation, we will switch to the back up conference call line. To access the conference call line follow these steps: 1. Dial 866-212-0875 or 978-964-0049 2. When prompted, dial the participant code: 2181957# 3. You will be admitted after stating your name and pressing the # key. 4. Next, obtain the slides in PDF by going to this link: http://images tradingmarkets com/temp/vixclass pdf http://images.tradingmarkets.com/temp/vixclass.pdf If you have any questions regarding how to access the presentation, please email eorozco@cg3.com eorozco@cg3 com or call us at: 1-888-484-8220 ext. ext 1
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Whatisthe VIX?
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VIXStrategies
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ShortVIX St t i Strategies
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V1Short EntryRules 1.S SPY's sclose c oseis sabove abo eSPY's S s200 00dayMA 2.SPY'sRSI(2)isbelow10 3.VIXclosesatleast5%aboveits10dayMAfor threedaysinarow Cover/Exit C /E it 1.SPYsRSI(2)closesabove75
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V1ShortExample4/11to4/18
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V1ShortExample4/11to4/18
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V1Short NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 28 9.42% 5.93 92 86% 92.86% 10.89% 9.72% 9 72% 14.19
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V2Short EntryRules 1.SPY'scloseisaboveSPY's200dayMA 2 SPY 2. SPYs sRSI(2)isbelow30 3.VIXsopenishigherthanitsyesterdayclose 4.VIX VIX's sRSI(2)isabove90 Cover/Exit 1.SPYsRSI(2)closesabove75
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V2Short3/13to3/20
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V2Short3/13to3/20
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V2Short NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 87 5.99% 5.92 88 51% 88.51% 9.57% 21.58% 21 58% 3.66
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V4Short EntryRules 1.SPY'scloseisaboveSPY's200dayMA 2 VIX 2. VIXs scloseishigherthanyesterday yesterday,for5daysin arow 3.SPY SPY's sRSI(2)isbelow30 Cover/Exit 1.SPYsRSI(2)closesabove75
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V4Short NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 13 9.55% 4.69 84 62% 84.62% 12.03% 4.1% 4 1% 21.24
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V7Short EntryRules 1.SPY'scloseisaboveSPY's200dayMA 2 VIX 2. VIXs scloseishigherthanyesterday yesterday,for4daysin arow 3.VIX VIXs sopenishigherthanitsyesterdayhigh 4.SPY'sRSI(2)isbelow30 Cover/Exit 1.SPYsRSI(2)closesabove75
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V7Short NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 21 8.84% 4.81 90 48% 90.48% 10.35% 5.54% 5 54% 23.91
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PercentB1 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 73 7.57% 5.99 89 04% 89.04% 9.87% 11.09% 11 09% 9.77
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PercentB2 EntryRules 1.SPY'scloseisaboveSPY's200dayMA 2 PercB<.2 2. 2threedaysinarow 3.SPYclosesinthebottom25%oftodaysrange 4.SPY SPY's sRSI(2)isbelow65 Cover/Exit 1.SPYsRSI(2)closesabove75
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PercentB2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 53 9.14 5.91 90 57% 90.57% 10.72% 5.96% 5 96% 19.36
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Down1 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 36 8.02% 6.06 94 44% 94.44% 9.77% 21.75 21 75 7.44
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RSI1 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 52 8.12% 5.42 90 38% 90.38% 9.80% 7.60% 7 60% 14.29
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RSI2 EntryRules 1.SumofSPY'sRSI(2)forlasttwodaysisbelow40 2 SPY 2. SPY's scloseisaboveSPY's SPY s200dayMA 3.SPY'sRSI(2)isbelow65 Cover/Exit 1.SPYsRSI(2)closesabove75
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RSI2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 119 4.97% 5.74 83 19% 83.19% 8.23% 11.17% 11 17% 3.78
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RSI3 EntryRules 1.SumofSPY'sRSI(3)forlasttwodaysisbelow45 2 SPY 2. SPY's scloseisaboveSPY's SPY s200dayMA 3.SPY'sRSI(2)isbelow65 Cover/Exit 1.SPYsRSI(2)closesabove75
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RSI3 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 73 8.72% 5.81 90 41% 90.41% 10.63% 9.33% 9 33% 13.1
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RSI4 EntryRules 1.SPY'sRSI(2)isbelow4 2 SPY 2. SPY's scloseisaboveSPY's SPY s200dayMA Cover/Exit 1.SPYsRSI(2)closesabove75
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RSI4 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 32 9.80% 6.31 90 63% 90.63% 11.68% 8.38% 8 38% 16.26
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RSI5 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 74 9.04% 6.22 89 19% 89.19% 10.75% 5.10% 5 10% 19.96
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RSI6 EntryRules 1.SPY'scloseislowerthantheclose8daysago 2 SPY 2. SPY's s2periodRSIishigherthan8daysago 3.SPY'scloseisaboveSPY's200dayMA 4.SPY SPY's sRSI(2)isbelow15 Cover/Exit 1.SPYsRSI(2)closesabove75
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RSI6 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 10 11.06% 4.9 90% 12.32% 0.28% 0 28% 549.39
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RSI7 EntryRules 1.SPY'scloseislowerthantheclose2daysago 2 SPY 2. SPY's sRSI(2)ishigherthanitsvalue2daysago 3.SPY'scloseisaboveSPY's200dayMA 4.SPY SPY's sRSI(2)isbelow30 Cover/Exit 1.SPYsRSI(2)closesabove75
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RSI7 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 36 6.04% 5.53 83 33% 83.33% 8.85% 7.99% 7 99% 6.57
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DMI1 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 77 7.35% 5.47 87 01% 87.01% 9.24% 5.31% 5 31% 13.92
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DMI2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 114 6.61% 5.68 85 96% 85.96% 8.98% 7.96% 7 96% 8.92
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DMI3 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 146 5.12% 5.71 81 51% 81.51% 7.50% 5.34% 5 34% 7.28
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DMI5 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 88 5.60% 5.18 86 36% 86.36% 7.29% 5.07% 5 07% 10.78
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CVR2 EntryRules 1.VIX'sRSI(5)>70 2 VIX 2. VIX's sRSI(5)today<yesterday 3.VIXclosesbelowits10dayMA 4.SPY SPY's scloseisaboveSPY's SPY s200dayMA Cover/Exit 1.VIXclosesbelowits10dayMA
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CVR2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 18 5.56% 5.17 94 44% 94.44% 5.95% 1.13% 1 13% 113.12
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CVR3Example
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CVR3 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 61 5.81% 6.62 86 89% 86.89% 10.52% 25.33% 25 33% 2.76
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CVR6 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 47 8.44% 5.64 89 36% 89.36% 10.13% 5.74% 5 74% 17.93
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CVR8
Definitions Step(1)TheVIX's10dayEMAminusVIX'syesterdayvalueof10day EMA Step(2)TheVIX's VIX s100dayEMAminusVIX's VIX syesterdayvalueof100day EMA Step(3)=Step(1)minusStep(2) EntryRules 1.Step(3)>0.2 2.Step(3)valueisthehighestoverthelast40days 3.SPY'scloseisaboveSPY's200dayMA Cover/Exit 1 VIXcloses 1. l below b l its i 10day d MA
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CVR8 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 45 6.81% 6.22 86 67% 86.67% 11.56% 24.08% 24 08% 3.08
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CVR11
Definition Step(1)TheVIX'syesterdayvalueof3dayMAminusVIX'syesterday valueof10dayMA EntryRules 1.VIXhighisthehighestoverthelast10days 2.Step p( (1) ) > 1 3.SPY'scloseisaboveSPY's200dayMA Cover/Exit 1.VIXclosesbelowits10dayMA
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CVR11 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 39 7.02% 5.49 89 74% 89.74% 9.15% 11.66% 11 66% 8.89
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RSI80 EntryRules 1.VIX'sRSI(2)isabove80threedaysinarow 2.SPY SPY's scloseisabovetheSPY SPY's s200dayMA Cover/Exit 1.VIXsRSI(2)closesbelow25
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RSI80 Example
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RSI80 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 53 7.71% 5.64 90 57% 90.57% 8.93% 4.07% 4 07% 22.62
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4HC EntryRules 1.VIXscloseishigherfourdaysinarow 2.SPY SPY's scloseisaboveSPY's SPY s200dayMA Cover/Exit 1.VIXsRSI(2)closesbelow25
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4HC NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 56 6.38% 5.38 89 29% 89.29% 7.72% 4.83 4 83 16.69
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5HH NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 24 7.04% 5.42 83 33% 83.33% 10.43% 9.89% 9 89% 6.24
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VIXLong R l Rules
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V1Long EntryRules 1.SPY'scloseisbelowSPY's200dayMA 2.SPY SPY's sRSI(2)isabove80 3.VIXscloseisatleast5%belowits10dayMAfor threedaysinarow 4.SPY'scloseisequaloraboveSPY's5dayMA Exit E itRules R l 1.SPYsRSI(2)closesbelow35
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V1Long NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 25 4.12% 4.48 80% 7.08% 7.72% 7 72% 3.43
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V2Long EntryRules 1.SPY'scloseisbelowSPY's200dayMA 2.SPY SPY's sRSI(2)isabove80 3.VIXscloseisatleast10%belowits10dayMA 4.SPY'scloseisequaloraboveSPY's5dayMA ExitRules 1 SPYs 1. SPY RSI(2)closes l below b l 35
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V2Long NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 24 5.32% 4.63 83 33% 83.33% 7.5% 5.59% 5 59% 5.38
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Up2 EntryRules 1.SPY'scloseisbelowSPY's200dayMA 2.SPY SPY's sriseoverthelast2daysismorethan3% 3.SPY'sRSI(2)isabove80 4.SPY'scloseisequaloraboveSPY's5dayMA ExitRules 1 SPYs 1. SPY RSI(2)closes l below b l 35
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Up2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 29 4.03% 5.10 65 52% 65.52% 8.92% 5.24% 5 24% 2.56
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CVR2 EntryRules 1.VIX'sRSI(5)<30 2.VIX VIX's sRSI(5)Today>VIX VIX's sRSI(5)Yesterday 3.SPY'scloseisbelowSPY's200dayMA ExitRules 1.VIXclosesaboveits10dayMA
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CVR2 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 13 1.51% 7.38 69 23% 69.23% 5.10% 6.57% 6 57% 1.58
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CVR3 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 24 3.79% 9.04 58 33% 58.33% 11.94% 7.62% 7 62% 1.97
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CVR6 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 20 2.05% 8 55% 8.14% 5.4% 5 4% 1.51
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CVR8
Definitions Step(1)theVIX's10dayEMAminusVIX'syesterdayvalueof10day EMA Step p( (2) )theVIX's100day yEMAminusVIX'syesterday y yvalueof f100day y EMA Step(3)=Step(2)minusStep(1) EntryRules 1.Step(3)>0.2 2.Step(3)valueisthehighestoverthelast40days 3 SPY's 3. SPY' close l i isb below l SPY' SPY's200day d MA ExitRules 1 VIXclosesaboveits10dayMA 1.
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CVR8 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 20 5.84% 9.15 70 00% 70.00% 11.94% 8.39% 8 39% 3.23
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CVR11
Definitions Step(1)TheVIX'syesterdayvalueof10dayMAminusVIX'syesterday valueof3dayMA EntryRules 1.VIXlowisthelowestoverthelast10days 2.Step(1)>1 ExitRules 1.VIXclosesaboveits10dayMA
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CVR11 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 28 2.77% 8.29 67 86% 67.86% 8.97% 10.31% 10 31% 1.64
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RSI20 EntryRules 1.VIX'sRSI(2)isbelow20threedaysinarow 2.SPY SPY's scloseisbelowSPY SPY's s200dayMA ExitRules 1.VIXRSI(2)closesabove70
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RSI20 NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 25 2.89% 5.68 76% 6.65% 9.04% 9 04% 1.79
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5LC NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 11 4.84% 4.64 90 91% 90.91% 6.56% 12.41% 12 41% 3.81
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5LL NumberofTrades: Average%Profit/Loss: AverageBarsHeld: P Percentage t of fWi Winners: WinnerAverage%Profit: LosersAverage%Profit: ProfitFactor: 12 5.98% 5.58 91 67% 91.67% 7.74% 13.34% 13 34% 5.47
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MultipleSignals
Themoresignalstriggeringat thesametime,thebetter!
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ExamplesofMultiple Signals(Clusters)
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19cumulativesignals
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6/6/07to6/7/0718cumulativesignals
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DailyVIXStretch Matrix
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IntroducingVIX PowerRatings
Anticipatingthedirectionof theVIXlookingthreemonths out out.
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TimingtheMarketwiththeVIXStrategies
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Questionsand Answers
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NextMeeting: MidOctober O t b
Trading MoreResearch NewResearchontheRVXandVXD
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Disclaimer: The Connors Group, Inc. ("Company") is not an investment advisory service, nor a registered investment advisor or broker-dealer and does not purport to tell or suggest which securities customers should buy or sell for themselves. The analysts and employees or affiliates of Company may hold positions in the stocks or industries discussed here. You understand and acknowledge that there is a very high degree of risk involved in trading securities. The Company, the authors, the publisher, and all affiliates of Company assume no responsibility or liability for your trading and investment results. Factual statements on the Company's website, or in its publications, are made as of the date stated and are subject to change without notice. It should not be assumed that the methods, techniques, or indicators presented in these products will be profitable or that they will not result in losses. Past results of any individual trader or trading system published by Company are not indicative of future returns by that trader or system, and are not indicative of future returns which be realized by you. In addition, the indicators, strategies, columns, articles and all other features of Company's products (collectively, the "Information") are provided for informational and educational purposes only and should not be construed as investment advice. Examples presented on Company's website are for educational purposes only. Such set-ups are not solicitations of any order to buy or sell. Accordingly, you should not rely solely on the Information in making any investment investment. Rather Rather, you should use the Information only as a starting point for doing additional independent research in order to allow you to form your own opinion regarding investments. You should always check with your licensed financial advisor and tax advisor to determine the suitability of any investment. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING AND MAY NOT BE IMPACTED BY BROKERAGE AND OTHERSLIPPAGE FEES. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDERUNDER OR OVER-COMPENSATED OVER COMPENSATED FOR THE IMPACT IMPACT, IF ANY ANY, OF CERTAIN MARKET FACTORS FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. The Connors Group, Inc., 15260 Ventura Blvd., Ste. 2200, Sherman Oaks, CA 91403 Copyright The Connors Group, Inc., 2007.
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