BARCLAYS BK PLC IPATH SHRT ETN
[VXX]

$33.06
change  0.00  (0%) 
Risk State
Performance
AGGRESSIVE RISK STATE
ELEVATED
Elevated Trigger Normal Trigger
$31.02 $39.55
$9.08
per share saved *

optimized for 25-Jun-2018

25 Jun 2017 - 25 Jun 2018

key

* Pullback experienced during most recent period of elevated risk (Aggressive Signals).

Aggressive risk alerts are closer to the price action then conservative risk alerts. Use aggressive risk alerts for maximum downside protect. Conservative risk alerts are further away from price action and results in less activity with the tradeoff being less protection. Read more.

PROTECT
YOUR
MONEY!
Barron's

Historical SmartStops presented in the charts or used in back testing studies were generated using the latest SmartStops algorithm, Version 5.3.

Risk Management Benefit Opportunities

Aggressive Signals

23-Jun-2013 through 23-Jun-2018

18 Number of elevated risk periods over the previous 5 years
21.4% Average pullback experienced during elevated risk periods
79.7%
Percent of time equity was in the elevated risk state
Elevated Risk Periods Pullback Experienced
Enter Elevated Risk State Exit Elevated Risk State Drop from Risk Alert price to low of period
08-Jul-2013 30-Aug-2013 $282.94 24.0%
11-Sep-2013 09-Oct-2013 $89.09 9.4%
10-Oct-2013 31-Jan-2014 $335.19 34.5%
07-Feb-2014 01-Aug-2014 $312.91 42.1%
15-Aug-2014 29-Sep-2014 $27.79 6.1%
03-Oct-2014 10-Oct-2014 $17.87 3.7%
21-Oct-2014 12-Dec-2014 $148.58 26.6%
18-Mar-2015 30-Jun-2015 $147.51 35.4%
16-Jul-2015 24-Aug-2015 $19.64 7.3%
17-Sep-2015 13-Nov-2015 $39.45 12.2%
16-Dec-2015 08-Jan-2016 $12.10 3.8%
29-Mar-2016 16-Jun-2016 $90.38 31.0%
20-Jun-2016 27-Jun-2016 $18.53 7.9%
29-Jul-2016 03-Nov-2016 $40.55 25.0%
07-Nov-2016 30-Jan-2018 $107.53 80.8%
01-Feb-2018 02-Feb-2018 $0.37 1.3%
14-Feb-2018 02-Apr-2018 $5.13 11.8%
17-Apr-2018 $9.08 22.7%
80.8%
The largest pullback experienced during the elevated risk periods
This equates to a $8,080 pull back on a $10,000 investment