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Volatility Engine   [Volatility Trading Systems]
V36 Delta V37 Alpha V38 Beta V39 Omega V40 Mu V41 Gamma Totals
Jan 2018 -.02 .67 .88 .16 .20 .28 2.17
Feb 2018 -.06 .57 .81 2.01 -.95 2.11 4.49
Mar 2018 .61 .38 .11 -.05 .08 .90 2.03
Apr 2018 2.34 1.81 2.72 1.44 - .35 8.66
May 2018 .54 -.40 .03 .10 -.34 -.24 -.31
Jun 2018 -.03 1.63 .28 .54 -.17 .56 2.81
Jul 2018 -.03 .59 .09 .14 .21 .51 1.51
Aug 2018 .29 .04 -.22 .81 -.01 -.19 .72
Sep 2018 .36 -.10 -.07 -.50 .12 .14 -.05
Oct 2018 2.18 3.30 3.28 1.63 2.71 2.75 15.85
Nov 2018 1.82 2.04 .20 1.00 .38 .78 6.22
Dec 2018 -.64 .54 .92 1.94 1.43 2.65 6.87
Totals (2018) 7.36 10.75 9.03 9.22 3.66 10.60 50.62
*Basis Points on SPY
41/63 67/102 68/114 69/105 27/44 87/154 359/582
Accuracy 65% 65% 59.6% 65.7% 61.3% 56.4% 61.6%
Average / trade 12 11 8 9 8 7 9
V36 Delta V37 Alpha V38 Beta V39 Omega V40 Mu V41 Gamma Totals
Jan 2019 .49 .51 .12 .26 -.51 .67 1.54
Feb 2019 .14 .55 -.01 .15 -.01 -.20 .62
Mar 2019 .17 -.21 -.01 .30 .23 .21 .34
Apr 2019 - -.44 .05 .66 .07 .28 .62
May 2019 .39 .14 .00 .09 -.24 1.05 1.43
Jun 2019 - .67 .15 .06 .16 -.02 1.02
Totals (20) 1.19 1.22 .30 1.17 -.30 1.99 5.57
*Basis Points on SPY
07/09 18/31 14/30 27/45 08/17 27/43 101/175
Accuracy 77% 58% 46% 60% 47% 63% 57%
Average / trade 13 3 1 2 -2 4 3
Historical V36 Delta V37 Alpha V38 Beta V39 Omega V40 Mu V41 Gamma Totals
8.55 11.97 9.33 10.39 3.36 12.59 56.19
48/72 85/133 82/144 96/150 35/61 114/197 460/757
Accuracy 66% 63% 57% 64% 57% 58% 60.7%
Average / trade 11 9 6 7 6 6 7
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