Summary

Program 1 is a systematic intraday trend following strategy. The dynamic orders follow the VIX index trend on a daily basis as closely as possible. We buy and sell front month VIX futures contracts to achieve this goal. We avoid spreads or hedging with VIX/SPX options that can dilute our performance. We use reversals, dynamic trailing stops and time-delay execution orders in a highly liquid market to maximize our results. Optimized to serve as a counterweight to S&P corrections while also providing gains during periods of S&P calm.