The table below shows the performance for the VX Short strategy.  Since backtesting was done up to the end of 2016, the numbers below constitute the out of sample performance and show how the strategy has performed thus far.

As of 2020 the VX Short can also be traded with the mini VX contracts which are 1/10 of the size of the regular VX contracts.  When trading the micro contracts, all dollar amounts below are divided by 10.  The VX Short Mini Portfolio uses 4 mini VX contracts.

You can invest in this strategy by opening an account with one of the brokers listed on the Investment Strategies page. Before considering any of the strategies for your investment please make sure you read fully and understand our Legal Disclaimer.

2017 2018 2019 2020
January $4,050 ($1,058) $2,900 $300
February $1,050 ($879) $3,850 ($3,500)
March $1,925 $2,250
April ($1,265) $2,900 $350
May ($2,008) $321 ($3,100) $6,450
June $2,021 ($358) ($50) $2,350
July $1,121 $71 $3,900 $1,050
August $1,379 ($700) ($6,400) $6,900
September ($150) $2,300 ($5,325)
October $2,421 ($650) $1,950 ($100)
November ($908) $3,450
December $442 $2,200
Total $10,228 ($3,403) $16,150 $8,475
 ROC 40.91%
-13.61%
64.60%
33.90%