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6 down days for the VIX & 6 up days for the S&P 500 provides a 5-day bullish bias for the S&P 500

Probability Trader

www.probabilitytrader.com

6 down days for the VIX & 6 up days for the S&P 500 provides a 5-day bullish bias for the S&P 500. We note that the VIX has just posted 6 consecutive down days while the S&P 500 has managed 6 consecutive up days. This is an unusual market pattern with only 13 previous observations since 1990. This particular market setup has historically coincided with a short term continuation of S&P 500 gains. Since 1990, 5-days following the contemporaneous pattern of 6 down days for the VIX & 6 up days for the S&P 500, the S&P 500 produced an average increase of 0.71% with a robust win rate of 12 from 13. Full data analysis & tables can be viewed at (VIEW LINK)


Probability Trader
Probability Trader
Quantitative Research Analyst
www.probabilitytrader.com

Probabilitytrader is an independent financial research group that provides objective analysis for traders of Global Stock Market Index CFDs, ETFs, Futures, and Options. Our forward looking analysis covers timeframes as short as 1-day to as long as...

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