September Special – SPY / VIX Tradestation Workspace Included with Strategy (Closed or Open Version)

by Administrator on September 13, 2010

September Special Offer: We would like to offer our SPY / VIX Tradestation Workspace in addition to our BAM Pair Trading Strategy Package at no additional cost if you purchase the BAM Pair Trading Strategy during the month of September.

Note: Offer good for Open and Closed Version of Strategy 

For additional details:

Performance Summary for a new model that we are testing based on trading the SP 500 ETF (SPY), using the CBOE Volatility Index (VIX).  We are using a 60 Min Chart and tested the model for the past 2 years.

Tradestation Performance Summary:

Dates: 9/8/2008 to 9/8/2010

Number of Trades: 50

Winners: 40

Losers: 10

Percent Profitable: 80%

PF: 3.5


We are going to continue to watch this model and if anyone has traded something similar please share your feedback. 

We will continue to keep everyone posted on our results.

Tradestation Symbols: SPY / $VIX.X 
*Note the results do not include Slippage or Commission.

Leave a Comment

Previous post:

Next post:

backtesting software
Get Adobe Flash playerPlugin by wpburn.com wordpress themes