Daily log5/6 Friday
Well, it seems returned to the backwardation immediately. It goes back and forth? Please look at two days VIX chart here...
Daily log
Daily log5/5 Thursday
VIX plunged. MAY-JUN combination is now above 1.0 point. I expect contango to go deeper.
Daily log2021 summary
Now, let's review the PL for year 2021. My performance was 21.33% per annum. How do you think this? Annual SP500 index p...
Daily log5/4 Wednesday
I thought it goes into backwardation deeper but it's almost flat, about to return to contango?
BacktestBacktest 2018 – 2021
I tried backtest using my rule for 2018 - 2021, no adding on the way. Big surprise! Total profit of 2021 was 80.37 point...
Daily log5/3 Tuesday
Future curve seems little bit flat from last week, VIX got above 36point last night though. Might be a good timing for a...