Monday, January 12, 2009

Monday 01/12/2008 - TICK/VIX Experiment continues

If you've been following the blog for even a couple of weeks, you already know Mondays are bad for trading since my day is jam packed with meetings, and due to the busy schedule, I won't take any live (real $) trades. Instead I fired up Trade Station, and pulled up the 1-min chart with the NSYE TICK, VIX and ES. I took 4 sim trades by glancing over at the 1 min chart in between meetings, and used nothing but this relatively simple 1-min chart. Trading 1 contract, the net profit on the day stands at +$177.90 with 4 winners and no losers. The average holding time for each trade was 5-minutes. Not too bad considering the trades were taken with quick glances over at the simple 1-min TICK/VIX/ES chart. The max stop used on the setups was 8 ticks; with a couple of trades using a 5-tick stop-loss.

Here's a marked up screen shot from the morning, showing a short setup around 9:50 AM central time. This was taken in real-time.

Another marked up screen shot from later in the day.

Final screen shot from the afternoon showing, both, a Long and Short setup. The morning premise of "Short TICK Ceiling/Top" remained in effect and I was able to scalp 1 point to the down-side as well.


  1. Looks like the best setups come when both the $TICk & SVIX diverge doesn't it. I need to get to work on studying this too!

  2. Hey man - I just came across your site after reading your comment over on Don Miller's blog. I've also been looking into the TICK and VIX since DM seems to use it quite well, to say the least! I'll be interested to see how you trade with these signals. Keep after it and good luck!

  3. Welcome to the blog. I used nothing but the 1-min ES/TICK/VIX chart today, in between work, and the method netted +$627. I'll be writing a detailed post with several screen shots later this evening.


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