ProShares Trust Ultra VIX Short Term Futures ETF (UVXY)

[eric4x]

Comparing UVXY and VIX highs and lows, 150727.*
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See the lists of numbers below.*

On July 16, the VIX number dipped below 12, to 11.87, when UVXY reached a new low of $28. The VIX dropped to 11.71 on July 20, and 11.73 on July 23, when UVXY reached a new low of $25.88;*

On July 24, the VIX number jumped to a high of 14.73, as UVXY rose to $29.88; I make no predictions about what comes next, but this particular jump seems predictable.*

The VIX increase from 11.71 to 14.73 is over 25%, and the UVXY increase from $25.88 to $29.88 is $3, or over 11%.*

I bought UVXY at $27.56 and at $26, and SOLD all at $28.10; The sell limit was filled at 10:33:41 am on Friday, July 24.*

The increase from 26 to 28.10 is about 8%. I don't want to expect too much from these, because sometimes it doesn't go as high as I predict it will. Or at least, it doesn't right away.*

Now I will be waiting for XIV to drop, or for the VIX to get back to new lows again, or at least for settled funds.*
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In the previous VIX pop, we saw the VIX dropping to 11.93 on June 23, as UVXY dropped to $31.81;*

06/26/2015,,,34.60,,,,32.74,,,,,,14.91,,,13.64,,,,,,

06/25/2015,,,33.94,,,,31.89,,,,,,14.16,,,12.92,,,,,,

06/24/2015,,,33.13,,,,31.33,,,,,,13.33,,,12.01,,,,,,

06/23/2015,,,33.33,,,,31.81,,,,,,12.68,,,11.93,,,,,,

06/22/2015,,,35.65,,,,33.55,,,,,,13.46,,,12.43,,,,,,

UVXY could have been bought on June 24 for $32 or less, and sold on June 26 for $34 or more. The gain from $31.33 to $34.60 is over 10%, and the gain from $32 to $34 is over 6%.*

This is BEFORE the big spike relating to the Greek debt crisis, which took the VIX up to 20.05, and UVXY up to $49.60, (though not on the same day).*

07/09/2015,,,49.50,,,,42.56,,,,,,20.05,,,17.20,,,,,,

07/08/2015,,,48.30,,,,42.62,,,,,,19.76,,,16.94,,,,,,

07/07/2015,,,49.60,,,,40.13,,,,,,19.20,,,15.93,,,,,,

I believe that the spike from $32 to $34 would have happened regardless of any particular "reason," just because of the low VIX number. The rest might be predictable from reading political news, but not predictable from reading the chart.*
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There was a lot of money to be made at this time for those buying UVXY puts. (I don't have a large enough account at this time to be trading options, but I can see the enormous potential there).*

The option chain is not as easy to follow as the share price, because there are so many different strike prices and expire dates. It is almost like following a different stock share for each one of them.*

Here is one example:

http://www.nasdaq.com/symbol/uvxy/option-chain/150731P00032000-uvxy-put

Contract High 6.16, (on or about July 20).

Contract Low 1.44, (during the week of July 6-10).

I don't know the rules and requirements, but it looks like it would have been an easy bet to buy at least one contract for under $2 a share, and sell it for over $4 a share.*
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Back in May, we have this situation where the VIX dropped to 12.09, and then 11.82, and rose to 14.63; UVXY could have been bought for $39 on May 22, after seeing the VIX at 12.09 the previous day, and then sold for $42 on May 26, which was the next trading day after the Memorial Day holiday.*

The gain would have been at least $3 or over 7%.*

05/26/2015,,,42.89,,,,39.65,,,,,,14.63,,,13.34,,,,,,

05/22/2015,,,39.46,,,,38.21,,,,,,12.37,,,11.82,,,,,,

05/21/2015,,,42.17,,,,38.58,,,,,,13.09,,,12.09,,,,,,
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There were other jumps, but the signals were not clear because the "low VIX" number was much higher. The only "clear signal" that I can even "guess at" is when the VIX hits a new low, or reaches its previous low, (for some recent time period).*
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DATE,,,,,,,,,,,UVXY,,,UVXY,,,,,VIX,,,,,,VIX,,,,,,,,,

,,,,,,,,,,,,,,,,,,,,,HIGH,,,,LOW,,,,,,,HIGH,,,LOW,,,,,,

07/24/2015,,,29.88,,,,26.85,,,,,,14.73,,,12.86,,,,,,

07/23/2015,,,28.14,,,,25.88,,,,,,13.08,,,11.73,,,,,,

07/22/2015,,,28.39,,,,26.16,,,,,,12.83,,,12.05,,,,,,

07/21/2015,,,27.95,,,,26.88,,,,,,12.79,,,12.21,,,,,,

07/20/2015,,,27.90,,,,26.28,,,,,,12.37,,,11.71,,,,,,
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07/17/2015,,,28.44,,,,27.50,,,,,,12.22,,,11.77,,,,,,

07/16/2015,,,30.43,,,,28.00,,,,,,12.61,,,11.87,,,,,,

07/15/2015,,,33.91,,,,31.41,,,,,,13.97,,,12.81,,,,,,

07/14/2015,,,33.61,,,,31.25,,,,,,13.95,,,12.90,,,,,,

07/13/2015,,,37.17,,,,32.80,,,,,,15.36,,,13.82,,,,,,
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07/10/2015,,,46.68,,,,40.96,,,,,,18.17,,,16.60,,,,,,

07/09/2015,,,49.50,,,,42.56,,,,,,20.05,,,17.20,,,,,,

07/08/2015,,,48.30,,,,42.62,,,,,,19.76,,,16.94,,,,,,

07/07/2015,,,49.60,,,,40.13,,,,,,19.20,,,15.93,,,,,,

07/06/2015,,,47.48,,,,42.82,,,,,,18.95,,,16.57,,,,,,
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07/02/2015,,,44.00,,,,37.50,,,,,,17.48,,,15.39,,,,,,

07/01/2015,,,42.06,,,,37.61,,,,,,17.26,,,15.65,,,,,,

06/30/2015,,,48.06,,,,39.67,,,,,,19.80,,,17.49,,,,,,

06/29/2015,,,45.25,,,,36.24,,,,,,19.50,,,15.82,,,,,,
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06/26/2015,,,34.60,,,,32.74,,,,,,14.91,,,13.64,,,,,,

06/25/2015,,,33.94,,,,31.89,,,,,,14.16,,,12.92,,,,,,

06/24/2015,,,33.13,,,,31.33,,,,,,13.33,,,12.01,,,,,,

06/23/2015,,,33.33,,,,31.81,,,,,,12.68,,,11.93,,,,,,

06/22/2015,,,35.65,,,,33.55,,,,,,13.46,,,12.43,,,,,,
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06/19/2015,,,37.32,,,,36.08,,,,,,14.00,,,12.96,,,,,,

06/18/2015,,,37.75,,,,35.47,,,,,,14.03,,,12.54,,,,,,

06/17/2015,,,40.36,,,,37.74,,,,,,15.49,,,14.07,,,,,,

06/16/2015,,,41.50,,,,38.43,,,,,,15.62,,,14.81,,,,,,

06/15/2015,,,40.48,,,,38.70,,,,,,15.57,,,14.91,,,,,,
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06/12/2015,,,38.57,,,,36.95,,,,,,14.02,,,13.30,,,,,,

06/11/2015,,,37.36,,,,35.86,,,,,,13.22,,,12.56,,,,,,

06/10/2015,,,40.41,,,,37.62,,,,,,14.37,,,12.96,,,,,,

06/09/2015,,,43.55,,,,41.10,,,,,,15.74,,,14.47,,,,,,

06/08/2015,,,43.02,,,,40.91,,,,,,15.50,,,14.67,,,,,,
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06/05/2015,,,43.13,,,,40.55,,,,,,15.65,,,14.21,,,,,,

06/04/2015,,,42.66,,,,40.15,,,,,,15.49,,,13.99,,,,,,

06/03/2015,,,40.87,,,,39.33,,,,,,14.20,,,13.40,,,,,,

06/02/2015,,,41.48,,,,39.60,,,,,,15.05,,,13.59,,,,,,

06/01/2015,,,40.94,,,,38.86,,,,,,14.86,,,13.47,,,,,,
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05/29/2015,,,41.59,,,,39.36,,,,,,14.43,,,13.40,,,,,,

05/28/2015,,,41.08,,,,39.50,,,,,,13.99,,,13.31,,,,,,

05/27/2015,,,41.93,,,,38.57,,,,,,14.41,,,13.05,,,,,,

05/26/2015,,,42.89,,,,39.65,,,,,,14.63,,,13.34,,,,,,
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05/22/2015,,,39.46,,,,38.21,,,,,,12.37,,,11.82,,,,,,

05/21/2015,,,42.17,,,,38.58,,,,,,13.09,,,12.09,,,,,,

05/20/2015,,,42.43,,,,40.54,,,,,,13.27,,,12.62,,,,,,
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05/19/2015,,,43.00,,,,40.45,,,,,,13.13,,,12.55,,,,,,

05/18/2015,,,45.50,,,,41.60,,,,,,13.22,,,12.55,,,,,,

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NOTE: ACTUAL PRICES BEFORE REVERSE SPLIT, 1 for 5

05/19/2015,,,,,8.60,,,,,,8.09

05/18/2015,,,,,9.10,,,,,,8.32
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