VIX @ Zone Transition - Time to consider dual sided portfolio

22 Şub 2016

Long and Short mix to manage trade time.

One of the critical zone is 20-22. VIX below 20 has been bullish, VIX above 22 has been bearish more than 82% of time. According to my zone analysis, this is transition between zone 2 and 3.

22 Şub 2016

Not

Here is a Development stage Indicator for the Zone, Would eventually make this calculate automatically, on Monthly basis -

22 Şub 2016

Not

SKEW looks promising to upside -

17 Mar 2016

Not

Did a pretty good job with the SKEW estimation.

Still not in the threat zone for bulls......