Strategy Buy & Hold
Involves selling (short) shares of VXX and their medium-term retention based on a significant drop in prices. At the core of the algorithm incorporated the standard that the global long-term trend in such instruments like the VXX is always falling.
Approach to investing
The use of Buy & Hold strategies is rational, so there is no risk to lose money on small fluctuations and additional fees.
With the growth in 70% of investment is sverhestestvennoe, so you can lose your entire invested capital and incurring debt. In order to avoid system risk management will close the position if a minus starts to exceed this figure.