VXX Moving Average Analysis

We all know the VXX exchange traded note loses on average about 4% per month which is why many option traders make shorting it a bread and butter trade.

What many traders have issue with is the timing of the entry which is where this spreadsheet comes in. 

This spreadsheet allows you to choose a moving average of your choice (simple or exponential) as an entry point or trigger point for getting short. You can then choose a point far out in time, such as 10 days, 30, days, 60 days etc....  and see the probability for the past 9 years that the price will be below a point of your choosing. 

Whether you want to buy puts, put spreads, or sell call spreads on VXX, this spreadsheet will help you perfect your trading method for this underlying.
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