CBOE S&P 100 Volatility Index (VXO) consecutive gains of 10% plus provides a Bullish setup for the S&P 500

Probability Trader

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CBOE S&P 100 Volatility Index (VXO) consecutive gains of 10% plus provides a Bullish setup for the S&P 500. We note that at Friday's close the CBOE S&P 100 Volatility Index (VXO - Original VIX) had recorded consecutive daily gains of 10% plus. Consecutive moves of this magnitude have only occurred on 31 occasions since January 1986 (1st data point for VXO) with Friday marking the 32nd observation. The data suggests that this type of setup has Bullish implications for the S&P 500 Index looking 20 & 40 days ahead providing average gains of 2.42% & 3.96% respectively. Full data analysis & tables can be viewed at (VIEW LINK)


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Probability Trader
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