( HINT: Click-and-drag left-to-right on a chart to zoom in to a specific date range. Double-click on a chart to zoom back out. )
The CrystalBull Vixen™ Year-to-Date Chart. Trading the VIX.This chart shows year-to-date readings of the current CrystalBull Vixen™ model, along with the hypothetical returns that would have been obtained had this model been followed during this time period. The CrystalBull Vixen™ uses proprietary modeling of the CBOE's VIX volatility index (often called the "Fear Index"). It seeks to sell VIX short in unsustainably-high periods of fear, and buy VIX during periods of unsustainably-high greed or complacency.
From Mar. 01, 2006 through Jan. 27, 2023, trading the CrystalBull Vixen Indicator Long/Short would have, hypothetically, produced a Total Return of 3.7e+18%, with an average compound annual total return of 854.24% APR (The compound annual growth rate of the VIX during this period was just 2.83% APR). The Indicator had 244 round turn trades over 16.9 years, and was in the market (exposed to market risk) 77% of the time. It had a maximum drawdown during this period of 82.82%. Click here to see historical readings of the CrystalBull Vixen™ Indicator
HOW TO USE: The yellow line in the bottom chart represents the CrystalBull Vixen™. It is displayed in a standard technical analysis format, where a reading above +50 (red line) represents a possible negative trend reversal (investors seem unsustainably fearful, and the VIX may trend downward going forward), and a reading below -50 (green line) represents a possible favorable trend reversal (investors appear greedy or complacent, and the VIX may trend higher going forward). The official readings are calculated after all the closing data are in for each day. Trades are either executed in the after-hours market, or at the market open the following day. The model assumes that the market open prices match the previous days' closing prices. The model assumes trades are made directly in the VIX index. In reality, a trade would need to be placed in a VIX derivative, such as in the futures or options market. The Indicator chart draws a line from data point to data point. Where that line crosses the green or red line is not relevant; Monitor only the data points along the line.