Growth Potential

Actively harvests the risk premium observed in VIX futures using transparent Exchange Traded Products (ETPs).


Aims to capture VIX futures spikes to provide portfolio diversification during market turmoil.

Unique Approach

Unlike traditional volatility investing, favors long volatility positions.








Q2 2020


Max Drawdown


Portfolio Mgmt

Data as of 6/30/20


The VXX Bias strategy dynamically allocates between long volatility (via VXX) and short volatility (via SVXY) through broad market cycle trends with a bias towards capturing spikes as volatility moves higher. Buy and sell signals from this indicator are generated through daily evaluation of the VIX futures term structure and recent momentum for the purpose of identifying the underlying trend in volatility.


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 & definitions click here. For a more complete description of our business, Form ADV 2A, and accompanying brochures, click here.

© 2020 by Invest In Vol, LLC

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