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...

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 33 occasions since January 1986 (1st data point for VXO) with Friday marking the 34th observation. The data suggests that this type of setup has Bullish implications for the S&P 500 Index looking 20 & 40 days ahead with average gains of 2.34% & 3.97% respectively. 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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