Vixbot

VIX (FEB) - neutral

Vixbot 업데이트됨   
CBOE_DLY:VX1!   CBOE VOLATILITY INDEX (VIX) FUTURES
As now is in this strange pattern where ES up, Vix up, signal continue to keep as Long spread signal, also recent VIX curve move is parallel move in front 3 months (long spread help to keep risk low as no real direction in short or long vix)

Entry price reference: 1.06 or better (UX1 is 14.12)

UX1 Indicative range: Low - High 1.01 - 1.11 (UX1 is 13.8 - 14.4)

Stop loss: not set

Profit take: 1.11

Do prepare a UX1 future pop at end of month (also given FED meeting on Wed)
코멘트:
Long spread loss about 6bps for the day (limited risk). However, UX1 did pop to 15 handle at end of month (31/1) from Fed's decision.

However, it got compressed after with very good META & Amazon earning results on the 1st Feb, but yet to observe again with the surprised Non-farm data which may push march rate cut out of question.

Any outright long or short VIX will get whipsawed in PnL if just chasing the tail at the moment.
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