We note that VIX has just posted a solid 1-day gain of a little over 15% in conjunction with a reasonably benign S&P 500 fall of -0.71%
Probability Trader
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We note that VIX has just posted a solid 1-day gain of a little over 15% in conjunction with a reasonably benign S&P 500 fall of -0.71%. Historically (since 1990), a strong 1-day upward move in the VIX (> 15%) together with a small S&P 500 decline (between -1% & 0%), produced an average 10-day return of 1.72% for the S&P 500 Index (win rate 81%).
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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...
Expertise
No areas of expertise
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...
Expertise
No areas of expertise
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