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	Trading Volatility+
Indicators & Daily Forecasts
VXX Bias™   Plus six month historical indicator data	✓
Volatility Risk Premium (VRP) Signal   Plus six month historical indicator data	✓
VIX Gamma Exposure (VIX GEX) Signal   Plus six month historical indicator data	✓
VXZ Bias™ Plus six month historical indicator data	✓
VXX Spike Risk™ Forecast Plus six month historical forecast data	✓
Email Notifications Receive daily emails containing our indicators & VIX data	✓
Indicator Change Alerts Receive email notification when the Bias, VRP, or GEX indicators change direction	✓
VIX Futures Data
Term Structure Chart1 View of the 7-month VIX futures curve	✓
VIX Futures Data1	✓
VIX Futures Metrics  VXX and ZIV roll yields, ratios of forward volatility to historical volatility, premium of front month futures to VIX, and term structure slope	✓
Historical Market Volatility Actual  volatility of the S&P 500 over 2 week, 4 week, 6 week, and 3 month lookback periods	✓
VIX Futures Closing Prices Over Past 6 Months Six month chart	✓
Actual Historical Volatility vs Implied Volatility Six month chart	✓
VXX WRY MACD vs VXX Price Six month chart	✓
Premium of Front Month VIX Futures to VIX  Six month chart	✓
VIX:VXV Ratio Six month chart
Pivot Points Get daily pivot point levels for SVXY, SPY, VIX, and VXX	✓
Public Blog Read about current volatility market events and information about volatility derivatives	✓
DAY PASS  One-time payment for access. Each day expires at 11:59pm ET	Number of Days 1 day $5.00 USD 2 days $9.00 USD 3 days $13.00 USD 4 days $17.00 USD 5 days $20.00 USD

About the Trading Volatility Daily Indicators:
Our most popular indicators is the VXX Bias + Volatility Risk Premium (VRP) signal, which is used to trade the short-term volatility products, SVXY & VXX. Annualized percent gain/loss backtests results for each of these strategies are shown in the following chart using data through December 2018 (full datasheets with trade details can be found at the bottom of this page). For benchmark comparison purposes, a portfolio consisting of a "buy and hold" approach in SVXY is included.⁴ (Test Note: Daily prices for VXX and SVXY prior to fund inception have been derived from actual VIX futures data for the purpose of maximizing the length of the lookback period. Backtests use each security's closing value as the trade price). 





The Trading Volatility daily indicators consist of a set of gauges that are generated each evening using proprietary algorithms to identify the current directional trend for various volatility ETPs. The most simplified strategy of trading volatility ETPs using the indicators is to own the securities when they have a positive reading and to short (or own the inverse ETP) when the reading is negative. Given that the volatility landscape can sometime change quickly, these securities are intended for traders and investors who are willing and able to check on conditions daily and take action if necessary. Sometimes the indicators will signal a change on a daily basis, while other periods may not see changes for months at a time. For additional information on our daily indicators and our strategy, see Our Strategy page.

To illustrate how this strategy applies to the past two years, the graph below shows the daily VXX Bias indicators compared to the actual price of VXX.
  --> When the VXX Bias becomes negative (in blue using left axis) the price of VXX (in red using right axis) is more likely to go down (and the price of the inverse volatility security, SVXY, is likely to go up).
  --> When the Bias becomes positive, the price of VXX is more likely to go up.


Tracked Results In February 2016 we made our results transparent by tracking the performance of our indicators' trades on a third party platform (Collective2).