Pullback Surpasses 2009 Mean

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VIX

posted by VIXandMore vote down flag

vixandmore.blogspot.com - 25 days ago

Pullback Surpasses 2009 Mean

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While this might not provide a great deal of comfort to longs, I have updated the VIX and More Pullback Table to reflect today’s selloff. The table shows that the peak to trough drop of 66.73 points (6.1%) in the SPX has exceeded the 2009 average of 5.8%. As noted previously, a 5.8% pullback ...

vixandmore.blogspot.com - 27 days ago

VIX Spike of 35% in Four Days Is Short-Term Buy Signal

— vixandmore.blogspot.com — It has been awhile since I posted one of my VIX studies and given the recent spike in the VIX, today’s action seemed like a good excuse to revisit the idea of VIX spikes as contrarian bullish mean reversion buying opportunities. Today the VIX closed at 27.91, which is up 34.9% in the four ... (more) VIX Spike of 35% in Four Days Is Short-Term Buy Signal

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VIX

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VIXandMore posted 27 days agoposted this

vixandmore.blogspot.com - 19 days ago

The VIX:VXV Ratio, Availability Bias and Disaster Imprinting

— vixandmore.blogspot.com — Once a popular subject in this space, the VIX:VXV ratio appeared to be a casualty of the financial turmoil and record volatility spikes in October 2008, when the ratio spiked to record levels an generated a buy signal that turned out to be nothing short of a disaster. I was not yet ready to ... (more) The VIX:VXV Ratio, Availability Bias and Disaster Imprinting

Stocks

VIX

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VIXandMore posted 19 days agoposted this

vixandmore.blogspot.com - 29 days ago

Does the Pullback Have Legs?

— vixandmore.blogspot.com — With stocks starting to show some signs of stability in the last half hour of trading, the big question on the mind of investors is how far the current pullback is likely to extend. In order to address this question, I have updated the surprisingly popular table I presented at the beginning of ... (more) Does the Pullback Have Legs?

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VIXandMore posted 29 days agoposted this

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