[VVIX] EMA Model... Narrow BB Could Spell DOOM for Market!

2020년 8월 17일

Given the nature of volatility markets, periods of stability (and narrowing BB) will necessarily always be followed (eventually) by a big volatility explosions (expanded BB) but rarely do the EMA 89 and 337 cross above the BB.

These cross events have occurred 3x since 2016 and each time we saw increasingly HH volatility peaks at roughly the half month, 1.5 months and 3 months intervals thereafter.

This could be one hell of a Frankenstein Fractal or pure happenstance but we'll find out soon! B)

2020년 9월 4일

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Nailed the first peak!

2020년 9월 5일

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