When VIX at such a low level -- Tues. close under Bollinger Band
12.2, it has rebounded over the following week 26 out of 28
times, averaging +14%. Over the next 3 weeks, it was higher 27
times, including every time since 1994. During the next 3 weeks, it
lost an average of -1.5% at its worst point and gained an average
of +22% at its best point. This suggests a pickup in volatility in
the coming week(s)." - Jason Goepfert
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When VIX at such a
Posted by mark109 on 25th of Jun 2015 at 03:47 pm
When VIX at such a low level -- Tues. close under Bollinger Band 12.2, it has rebounded over the following week 26 out of 28 times, averaging +14%. Over the next 3 weeks, it was higher 27 times, including every time since 1994. During the next 3 weeks, it lost an average of -1.5% at its worst point and gained an average of +22% at its best point. This suggests a pickup in volatility in the coming week(s)." - Jason Goepfert