76% Accurate - Big Gains Last Time this Happened


The last time the Stock Index Portfolio 18 + Blitz had a massive runup five days in a row just two weeks ago, it was preceded by a hypothetical drawdown of $31k and a two day VIX Divergence on a Thursday. As of Friday, the Stock Index Portfolio 18 MIT + Blitz is in a 34k hypothetical drawdown and there was also a two-day VIX Divergence setup this past Thursday.

It is uncanny how similar the setups are. The market cycles and strategy cycles that we experienced two weeks ago are very similar once again.

The VIX Divergence setup that we are looking at is a longer term swing trade strategy that is accurate 76% of the time. The strategies that we trade live are day trade strategies. This VIX Divergence swing trade setup is used as indicator in this case that tells us the likelihood of another move higher. It is the type of move that our strategies have historically done well capturing. During the last VIX Divergence swing trade signal, there was a big down day. Our strategies did well shorting the market on that day.

The market has been range bound for six days now after a massive move on Thursday November 10, 2022. The opportunity for the market to make a strong move now exists based on this setup. The last time this happened we had some nice short gains before a Thursday CPI report followed by gains on the long side after CPI.

We have a holiday shortened week and business could be done early in the week.

Past performance is not indicative of future results. This is how we research our trading setups and measure risk in our futures automated trading system portfolios.


The Stock Index Portfolio 18 + Blitz includes 28 fully automated trading systems for the stock index futures E-mini Nasdaq and E-mini S&P. It can also trade the Micros.



The live results for the 200K Portfolio this month are +$26,259.40 while the hypotheticals are +12,712.50 for the Stock Index Portfolio 18 MIT. The reason why we are ahead of the hypotheticals is based on our rotation to the Stock Index Portfolio 18 + Blitz for three days last week while the risk to worse case drawdown was lower in the BLITZ setup. Last Thursday, we rotated back to the Stock Index Portfolio 18 MIT.

Yesterday, the risk to reward was once again in favor of adding the additional 10 trading systems in the BLITZ setup. At Friday's close, the risk to worse case drawdown was $6.2K (when adding the BLITZ) versus $20.5K trading the Stock Index Portfolio 18 alone.

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