Volatility Trend Trader – Signal Table Explanation

These are explanations to each section of the signals page. If something does not make sense, either email us or add a comment below.

Signals Table

Date Line: The date the signals are for

Top Blue Line:  The name of the portfolio. The number in parentheses is the portfolio number.

WTD: The current week’s return. This includes open and closed positions.

MTD: The current month-to-date return of the portfolio. This includes open and closed positions.

YTD: The current -year-to-date return of the portfolio. This includes open and closed positions.

The MTD and YTD returns may not match results derived from the signals in the tables. MTD and YTD are calculated by running a backtest on the current historical data. This data may have changed slightly due to price corrections, dividends and other reasons.

Symbol: The symbol of the stock

Date: The date that the stock was entered on

L/S: IS this a LONG position or SHORT position

Status: Possible values are. ENTRY: enter the position. See L/S column to see if long or short entry. HOLD: keep the position open. EXIT: close out the position

Close: The last closing price of the stock

% Alloc: The percentage of the portfolio to allocate to this position when it was opened. A negative number means short.

% P/L: The percent profit or loss of the position as of the last close

 

Entry exmaple

This is an entry signal for VIXY on the next open. The allocation is 100% of the portfolio.

Hold example

The portfolio is in VIXY with a 4.65% current profit. The allocation at entry was 50% because this is portfolio 1.

Exit Example

On the next open, the portfolio will exit SVXY.

Entry/Exit Example

On the next open the portfolio will exit SVXY and then by VIXY. The allocation to VIXY is only 50% of the portfolio.