New intraday system – Lion III Vol
Lion III Vol has been sent to brokers for trading starting tomorrow. It replaces Lion Vol in the Index Trader IV and V portfolios. Lion Vol had a severe drawdown starting at the end of August which far exceeded its previous maximum drawdown. Therefore Lion Vol is being retired, and Lion III Vol will be used going forward. The primary differences for Lion III Vol in comparison to Lion Vol: filtering for days to trade was greatly simplified, and a filter was added which attempts to detect choppy days.
Below is backtest performance for Lion III Vol. Past performance is not necessarily indicative of future results. Commission and slippage included. See Disclosures/Disclaimers for more info.
Hypothetical Performance 1/1/2008-current (based on a $15,000 account not compounded):
For the full performance report, please click here.
