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DLSVS Model
DLSVS Model
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Last update:
2023-07-06
Models
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Model
Description
Actions
Model #1
70%/40%/30% - 24/50
Modal title
Model Name
Model Description
Notional
Date Start
Model Parameters
Signals
Open
Close
Buy
Open
Close
Sell
Open
Close
SVXY Cap
%
Allocation Step Long
%
Allocation Step Short
%
VXV threshold stop buying
VXV threshold take profit
% Notional invested
Margin Low
Margin High
Short
%
%
Long
%
%
Threshold
%
VIX Level change
VIX Long
%
VIX Short Low
%
VIX High
%
Transaction Fees Type
Per Share
Per Amount Invested (Percentage)
Per Amount Invested Unit (Fixed)
Fixed fee/share
Amount Invested Unit
Fixed Fee
Percentage fee
%
Overall Progress:
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