Matt, The divergence is clear, can you draw any conclusions from
this maybe with historical perspective? I did put in more
time than I thought to download the data (goes back to 2007 someone
back calculated the Vix of the Vix, aka VVIX). Spreadsheet
is here for any intrepid analyst to add the SPX on the second left
side axis, and zoom in to tighter timeframes. The
recent sharp move up in the VVIX / VIX ratio does not look
unprecedented. I did some offset averages and didn't
really see anything compelling.
I think it depends a lot on the dollar, which has fallen 61 to
50% Fib of its last rise depending on what you are looking at...if
there is more downside to the dollar, equities should have a tail
wind up. But if the USD drop is over, all issues will
be challenged
So in the last few years, VIX is about as low as it ever gets, I
would like to buy VIX long and look for a double or more.
Per a Cambridge advisors, they don't have any vehicles that closely
follow VIX, and I hate paying premium for options, I have enough
cash to use their is no need to buy premium.
I was just thinking about closing out my WMT short yesterday, as
it appeared to be breaking out of its channel to the upside.
Earnings this 6AM, missed by a penny and then plummeted.
So question is for those with experience....seems like an
extreme reaction, strategies would be to just close out the trade
and be ready to reshort on further weakness....or set a stop and
then the question is WHERE.
Steve, sometimes those things are Leading Diagonals that
continue up....sometimes bear wedges that break down.
Can you discuss identification or at least exclusion
I see, but if I follow your links, then I can see the
intraday....obviously. Do they have to be a recent link...as
I was following a BPT link from yesterday and couldn't get to the
intraday with the wedge drawn in.
MUX back tested the down channel and then exploded up, still not
up to my long purchase at 8.26, I held this too long in the down
channel....distracted by "life", but at least a nice recovery so
far. Always a tough call to trail a stop up.....when its so
overbought....how close to trail
Looks like after a month of shenanigans, the USD may throwing
the towel, benefiting most stocks and bitcoin stuff (any got stats
on the correlation?)
The community is delayed by three days for non registered users.
Matt, The divergence is clear,
Bollinger Bands really pinching on the VVIX
Posted by steveo on 28th of Nov 2023 at 08:09 pm
Matt, The divergence is clear, can you draw any conclusions from this maybe with historical perspective? I did put in more time than I thought to download the data (goes back to 2007 someone back calculated the Vix of the Vix, aka VVIX). Spreadsheet is here for any intrepid analyst to add the SPX on the second left side axis, and zoom in to tighter timeframes. The recent sharp move up in the VVIX / VIX ratio does not look unprecedented. I did some offset averages and didn't really see anything compelling.
https://app.box.com/s/m5mqjr9pgdlud9m60jm28znbutn4gvbc
I think it depends a
TSLA Coiling.
Posted by steveo on 28th of Nov 2023 at 04:11 pm
I think it depends a lot on the dollar, which has fallen 61 to 50% Fib of its last rise depending on what you are looking at...if there is more downside to the dollar, equities should have a tail wind up. But if the USD drop is over, all issues will be challenged
I hear BOA is a
SPX Year End 2024 Targets
Posted by steveo on 28th of Nov 2023 at 04:08 pm
I hear BOA is a real POS place to work, wokesters
friends don't let friends trade
UNG has fallen off a cliff and about to make ...
Posted by steveo on 28th of Nov 2023 at 04:07 pm
friends don't let friends trade UNG
lol or GDX
wait for a backtest? or
TSLA Coiling.
Posted by steveo on 28th of Nov 2023 at 02:50 pm
wait for a backtest? or just pull the trigger long
the VIX line in the
Posted by steveo on 28th of Nov 2023 at 02:46 pm
the VIX line in the sand going back 2.5 years
A Fidelity site discussing investing
So in the last few years, VIX is about as ...
Posted by steveo on 28th of Nov 2023 at 02:42 pm
A Fidelity site discussing investing in VIX problems
https://www.fidelity.com/learning-center/investment-products/etf/alternative-etfs-vix
fidelity.com
VIX ETFs - Fidelity
VIX ETFs exist, but they actually track VIX futures indexes, which creates challenges. Learn more here.
So in the last few
Posted by steveo on 28th of Nov 2023 at 02:38 pm
So in the last few years, VIX is about as low as it ever gets, I would like to buy VIX long and look for a double or more. Per a Cambridge advisors, they don't have any vehicles that closely follow VIX, and I hate paying premium for options, I have enough cash to use their is no need to buy premium.
So anyone got any secret ETFs that follow vix?
wedges galore
SPX 5 Udpated
Posted by steveo on 16th of Nov 2023 at 04:48 pm
wedges galore
Any thoughts on ACMR, holding
Posted by steveo on 16th of Nov 2023 at 02:56 pm
Any thoughts on ACMR, holding as a long, but I don't see anything compelling, except the tailwind created by the USD weakening.
I was just thinking about
Posted by steveo on 16th of Nov 2023 at 01:30 pm
I was just thinking about closing out my WMT short yesterday, as it appeared to be breaking out of its channel to the upside. Earnings this 6AM, missed by a penny and then plummeted. So question is for those with experience....seems like an extreme reaction, strategies would be to just close out the trade and be ready to reshort on further weakness....or set a stop and then the question is WHERE.
coin followed that pretty much
$BTCUSD .... Farmville's gold ...
Posted by steveo on 9th of Nov 2023 at 12:14 pm
coin followed that pretty much too
Steve, sometimes those things are
SPX 10
Posted by steveo on 9th of Nov 2023 at 12:14 pm
Steve, sometimes those things are Leading Diagonals that continue up....sometimes bear wedges that break down. Can you discuss identification or at least exclusion
Thanks!
actions are inverse
Posted by steveo on 9th of Nov 2023 at 11:37 am
Thanks!
Wow, these things are wild.
For those who care - I found the volatility symbols ...
Posted by steveo on 9th of Nov 2023 at 10:52 am
Wow, these things are wild. Have no idea how to interpret them......this is on Amazon
https://www.fxempire.com/indices/vxazn-ind_cbom/chart
I see, but if I
So I am trying to pull up the BPT chart ...
Posted by steveo on 9th of Nov 2023 at 10:33 am
I see, but if I follow your links, then I can see the intraday....obviously. Do they have to be a recent link...as I was following a BPT link from yesterday and couldn't get to the intraday with the wedge drawn in.
MUX back tested the down
Posted by steveo on 9th of Nov 2023 at 10:28 am
MUX back tested the down channel and then exploded up, still not up to my long purchase at 8.26, I held this too long in the down channel....distracted by "life", but at least a nice recovery so far. Always a tough call to trail a stop up.....when its so overbought....how close to trail
Looks like after a month of shenanigans, the USD may throwing the towel, benefiting most stocks and bitcoin stuff (any got stats on the correlation?)
held COIN even through that
Posted by steveo on 9th of Nov 2023 at 10:17 am
held COIN even through that "fake break" of the lower trend line at 70, now approaching 100
Mahalo!
TSLA Updated View
Posted by steveo on 9th of Nov 2023 at 10:12 am
Mahalo!
Now in a short position
So I am trying to pull up the BPT chart ...
Posted by steveo on 9th of Nov 2023 at 10:11 am
Now in a short position at 215.00 after taking a loss on the long from within the pattern yesterday....uncomfortable trade. on TSLA