A positive signal is the ten-day rate of change [ROC] in the VIX index. As of Thursday's close, it was two standard deviations above its average since 2002.
In the S&P 500 each occurrence where the 10-day ROC in the VIX traded two standard deviations above average market performance going forward has generally been positive.
May not Monday, but positive in the following weeks or months.
Courtsey of Seeking Alpha June 10, 2007.
Best Islander
ROC on VIX,
Started by
Islander
, Jun 10 2007 12:54 PM
1 reply to this topic
#2
Mr Dev
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Posted 10 June 2007 - 01:37 PM
A positive signal is the ten-day rate of change [ROC] in the VIX index. As of Thursday's close, it was two standard deviations above its average since 2002.
In the S&P 500 each occurrence where the 10-day ROC in the VIX traded two standard deviations above average market performance going forward has generally been positive.
May not Monday, but positive in the following weeks or months.
Courtsey of Seeking Alpha June 10, 2007.
Best Islander
We also have some positive CPC readings ....but the BAD part is,.. short term we are over bought... per internals while having damaged other technicals.
Edited by Mr Dev, 10 June 2007 - 01:38 PM.
.. .. ..
Mr Dev
......trading is basically a simple operation, but you have to be a genius to understand the simplicity.
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