VelocityShares Daily 2x VIX ST ETN (TVIX)

[Imperial Whazoo]

No prob. In fact, since I noticed the way the volume spikes one direction or the other have an interplay in similar ETF's, I've been meditating on whether to find a way to generate group interest or to keep it close to my vest. I decided to just open it up and ask the interested community. I figured that the more eyes fiddling with it, the better the outcome. Just put it into the grist-mill and see what the body-think spits out. Hope people give it a look and come up with ideas on what the best way to trade it is.

Its a short term day strategy. In fact, it may go 3 or 4 trades a day in both the TVIX and the XIV. I have set up a set of tabs on my trading platform where I can backtest it and look for instances where there are volume spikes in the TVIX. Then I can go back to the RSP and the VTI and so forth and see the corresponding volume events in approximately the same time frame. Often, its as clear as day looking back, and what I'm working on now is to take the observable pattern in the backtest charts and figure out what signals I need on my charts to tell me what the volume spikes are saying in real time.

There ARE clear backward observable patterns. All I'm missing is a reliable set of signals to assist me in interpreting the meaning of the volume events in real time.

Imperial Whazoo