VIX 1YR 30D Spread Indicator

2023년 5월 11일

VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.

2023년 5월 11일

노트

Weekly

2023년 5월 11일

노트

Usually bounces off 0, sliding negative means a big pullback