ALPHAVOL LONG BIAS

High Growth Potential

Attempts to capture large VIX spikes by aggressively taking long volatility positions during periods of uncertainty.

Nimble Approach

Analyzes implied volatility for the coming nine days to quickly capture short-term volatility swings.

Sophisticated Analysis

Strategy Developer holds a PhD in Nuclear Physics from MIT and multiple patents in data discovery.

DETAILS

Structure

SMA

Category

Hybrid

Minimum

$100,000

Risk Level

High

Track Record

2+ Years

Portfolio Mgmt

DESCRIPTION

The Alpha Volatility Long Bias Strategy is an aggressive, algorithmic investment approach designed for investors looking to benefit from large, periodic changes in market volatility. The Strategy analyzes the shape of the VIX Futures term structure and rapidly rebalances a portfolio of long and short volatility Exchange Traded Products (ETPs) or takes a position in leveraged treasury bond ETPs when signals warrant. The Strategy is particularly sensitive to implied stock market volatility over the coming nine days to maximize its potential of capturing shorter volatility swings. Additionally, during periods of weak market consensus, the Strategy can hold large cash positions of up to 100%.
 

Products Traded

> ProShares Short VIX Short-Term Futures ETF (SVXY)

> iPath Series B S&P 500 VIX Short Term Futures ETN (VXX)

 

> Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF)

> ProShares UltraPro Short 20+ Year Treasury ETF (TTT)

The Strategy aims to deliver annualized returns of twice its expected drawdown and has been well positioned in periods of sudden elevated volatility such as seen in February 2018 when the VIX Index surged more than 200% over a 24 hour period.

 

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Investing involves risk, including the possible loss of principal and fluctuation of value. Past performance is no guarantee of future results. Carefully consider the investment objectives, risk factors, charges and expenses before investing. Invest In Vol, LLC is the investment advisor for the separately managed accounts (SMAs) and advisory services; it provides investment advisory services to clients and does not sell securities. For a more complete disclosure click here. For a more complete description of our business, Form ADV 2A, and accompanying brochures, click here.

© 2019 by Invest In Vol, LLC

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