System Trading

VIXEN – Implied Volatility Reversal Trading

VIXEN tracks implied volatility and in my not so humble opinion is the best trading system I have ever developed to date (and I’ve done this for a long time). The system leverages VX index tracking inefficiencies in volatility related exchange traded products (ETPs), is 100% mechanical, and zero discretion is recommended.

During our research VIXEN was exhaustively tested between 2014 through September of 2018 and appears ‘anti-fragile’ as it performed consistently throughout diverse market cycles over those four years. Performance does not appear curve fitted as changing system parameters only marginally affects performance.

Historical Results

Median expectancy across four ETPs without trade scoring has been .32R across 1698 campaigns combined over four years (424/year). With trade scoring > 4 this rises .38R across 1370 campaigns over years (342/year). Trade scoring > 5 increases expectancy to a median of .45R across 838 campaigns (209/year).

VIXEN has performed consistently on a long term basis with relatively low drawdown periods. Max drawdown unfiltered by trade scoring has been ~37 R across all four symbols combined, which comes out to < 10R per symbol. Filtered > TS4 this drops to <22R which is 5.5R per symbol, which IMO is the sweet spot. Filtered > TS5 max drawdown is almost identical at < 22R, again 5.5 R.

Live Results

Our live trade log is always available here – please note that this is a live Google spreadsheet that is automatically updated after each completed campaign.

For more detailed information on VIXEN and how to trade it please point your browser here.

If you have any questions or suggestions then drop me a line here.

Scalpius – Short Term Trend Trading

Volatility is a double edged sword – it is the force that drives all markets and therefore leads to profits as well as losses. But more often than not it seems that volatility happens when we don’t expect it, but rarely when we do want the tape to start moving. Well, that is until now. In late 2014 I developed a predictive volatility indicator I named Darth Mole that ever since has been delivering very accurate alerts ahead of volatility surges across various popular futures and forex symbols.

The next step was to produce a short term trend trading system that would take advantage of volatility surges. After six months of hard work I introduced Scalpius which runs on a 60-minute chart on three forex pairs (i.e. EUR/USD, GBP/USD, and USD/JPY) as well as the NQ futures.

Results

Our live trade log is available here – please note that this is a live Google spreadsheet that is automatically updated after each completed campaign.

If you have any questions or suggestions then drop me a line here.

 

LAMM Based Allocation

You asked for an auto trading solution and Evil Speculator delivered. In collaboration with our partners at Sweet Futures I have developed a program that is flexible, secure, and allows you to retain complete control over your trading accounts at all times.

This is how it works: In essence all trading activity produced by a master account is copied to one or more client accounts via what’s called a Lot Allocation Management Module (LAMM). Clients have the option to setup a trading account at Sweet Futures. Authorization to accept the signals issued by the master account is given via a letter of direction (LOD) – you print it, sign it, send it, and that’s it. This arrangement is extremely flexible and withdrawals can be made at any time.

On the Evil Speculator end you simply sign up for the package of your choice after your account at Sweet Futures has been activated. Currently I am offering two systems: CrazyIvan and Scalpius. You’ll simply pay monthly subscription fees, there is no profit sharing and no annual management fee. All profits or losses accrued are yours to keep and are immediately accessible – simple.

Be advised that the minimum account size for the futures account is $100,000 and on the forex side it is $50,000. If you have any further questions please don’t hesitate to shoot me an email at admin@ – I’ll be happy to answer any questions or if you’re interested put you in touch with Mark who’s my contact over at Sweet Futures.