Historical Backtest on VQT


Updated: Oct 14th, 2014 | Vance Harwood

I have backtested Barclays’ VQT ETN back to when VIX volatility futures first started to trade in March 2004.  I have made two versions of the spreadsheet available for purchase below.  One with results data only and the other version with formulas and required indexes included.  I have included the simulated daily closing values with  the 0.95% annual fee from March 29, 2004 until July 5th, 2012.  The results of the simulated values compared to actual values are shown in the chart below.  My results match samples from the  published SPVQDTR underlying index within 0.35%.

Simulated VQT vs Actuals



VQT looks like a very good way to have exposure to the general market and profit from major market panics.   For details on VQT see:

For more information on the spreadsheets I have for sale see this readme.

If you purchase the spreadsheet  you will be eventually be directed to paypal where you can pay via your paypal account or a credit card. When you successfully complete the paypal portion you will be shown a Return to Six Figure Investing link.    Click on this link to reach the page where can download the spreadsheet.  Please email me at [email protected] if you have problems, questions, or requests.

 

Sku
VQT Backtest-1
Description
VQT Backtest Since Mar-2004
Product Options
#OptionPriceDownloadFile Size
1XLSX format, data only$50.00SFI_VQT_Backtest-rev_B_data_only.xlsx 1.17MB
2XLSX format$150.00SFI_VQT_Backtest-rev_B_full_spreadsheet.xlsx 2.15MB
Shipping
Shipping Rate: F
Order VQT Backtest Since Mar-2004

Your credit card statement will show the following description on this transaction: "PAYPAL*VH2SOLUTION". After you have paid look for a "Return to Six Figure Investing" link. This will take you to a page where you can download the product.

Related Posts



Tuesday, October 14th, 2014 | Vance Harwood