An SPX Vortex Suggests a Market-Wide Cyclone
Found this little technical abnormality by accident. That's a pretty severe deviation from the VI - historical mean.
See Below for Logic Listed in Black Box:
1) IF (VI -) is currently reading an extreme all-time low
2) THEN Prob(mean reversion) is very high
3) IF (VI +) is also at all-time low
AND (VI +) broke down from 20-year sideways channel
AND (VI -) mean reverts back above sideways channel
THEN 500-Day Bearish Crossover is Highly Likely
4) IF Bearish crossover occurs
THEN History suggests a storm is coming
- Stormish Pig
SPX
VIX
See Below for Logic Listed in Black Box:
1) IF (VI -) is currently reading an extreme all-time low
2) THEN Prob(mean reversion) is very high
3) IF (VI +) is also at all-time low
AND (VI +) broke down from 20-year sideways channel
AND (VI -) mean reverts back above sideways channel
THEN 500-Day Bearish Crossover is Highly Likely
4) IF Bearish crossover occurs
THEN History suggests a storm is coming
- Stormish Pig
SPX
VIX
액티브 트레이드:
Indicator is now very close to a VI - crossover.
Wear a raincoat if you go outside.
Wear a raincoat if you go outside.
액티브 트레이드:
As per the harvester of profits' request:
Crossover is in today and a follow thru tomorrow will mean that shorts will rain down on bulls in a not-so-insignificant way.