Model Portfolio #1: Pure Volatility

Available to subscribers to the Directional – VX membership, the Pure Volatility Portfolio is a quantitative non-discretionary combination of five distinct volatility systems developed on the Cboe Volatility index (VX) Future and tradable also using the MiniVX Future (VXM).

This model portfolio is ideal for VIX futures traders and is unique in offering the diversity of returns from five volatility investment approaches. It strives to enhance returns while reducing drawdowns and ultimately improving risk-adjusted metrics.


The performance summary of the model portfolio is presented below. The data since January 2017 is out of sample data and we started trading live the systems on the website in 2019. 

Directional - VX - Performance (VIX Future)

Monthly and annual returns of the model portfolio #1 are displayed in the table below:

Directional - VX - Monthly Performance (VIX Future)

Became a Directional – VX subscriber to be able to trade the signals generated by the four systems in the Pure Volatility model portfolio #1. Click here to subscribe!

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