Research

Research NQ Futures Volatility: Why Nasdaq Futures Move More and How to Trade It NQ futures run 1.3: 1.5x more volatile than ES. This guide shows you how to size NQ vs MNQ positions, set ATR-based stops, and read VXN before you trade. Read → Research Hedging with Volatility: VIX Calls, Puts, and Cost-Effective Strategies VIX calls cost 1-2% annually and returned 300-500% during March 2020. SPY puts cost 2-3% but cover slow declines. This guide covers hedge sizing,… Read → Research VIX ETFs Explained: UVXY, VXX, SVXY, SVIX, and How They Work VIX ETFs track VIX futures, not spot VIX, and decay 40-80% annually from contango. This guide compares UVXY, VXX, VIXY, SVXY, and SVIX with… Read → Research ATR (Average True Range): The Volatility Indicator Every Trader Needs ATR measures the average magnitude of price movement per bar including gaps. This guide covers the True Range formula, ATR-based position sizing and stop-loss… Read → Research Volatility Regimes Explained: How to Identify and Trade Each Phase Markets spend ~35% of time in low vol, ~30% normal, ~25% elevated, and ~10% in crisis. Each regime demands different stops, position sizes, and… Read → Research Expected Move in Options: How to Calculate and Trade It The expected move tells you the 1SD range where a stock has a ~68% chance of staying. Two formulas, strike placement for iron condors,… Read → Research Long Volatility Strategies: How to Profit When Volatility Rises Long volatility positions profit when markets move more than expected — but lose money ~85% of the time from theta decay. This guide covers… Read → Research VIX Futures Explained: Contango, Backwardation, and Roll Yield VIX futures spend ~80% of the time in contango, generating 3-7% monthly roll yield. This guide covers how contango and backwardation work, how to… Read → Research Historical Volatility vs Implied Volatility: What Every Trader Must Know IV exceeds HV roughly 85% of the time, creating a 2-4 point volatility risk premium on SPY. This guide covers both formulas, HV lookback… Read → Research VIX1D Explained: The Intraday Volatility Index Every Day Trader Needs VIX1D measures expected 1-day SPX volatility, ranging from 8-15 in calm markets to 50+ during panic. This guide covers the VIX1D-to-range formula, overnight bias,… Read →