Exploiting the structure of volatility ETFs for big gains.
An easy-to-follow system for investing in VIX Futures ETFs. Underpinned by a quantitative model that has been extensively backtested and then validated against out-of-sample data over the course of a 16-month, real-money beta test.
Growth of $10,000
The Core Model Reference Account is a real-money brokerage account that tracks the growth of an initial $10,000 invested in the Core Model on January 1, 2024. Trades are made according to the daily emails at market close.
Performance
Monthly metrics from the Core Model Reference Account.
–
Total return
–
Max. monthly drawdown
–
Sharpe ratio
–
Trades per month
How it works
Developed to be easy to follow in your own accounts.
1 – Analysis
Each afternoon, VolStreet’s quantitative model calculates the next day’s positioning based on implied volatility metrics and macroeconomic data.
2 – Email
You receive an email each day at around 3:30pm ET telling you what trades to make, if any. Trades are required about once a month on average.
3 – Trade
You make the trades indicated in the daily email in your own accounts. Trades should be executed between receipt of the daily email and market close.