Yeah it's hard to say. I've generally just used the rule where
the VVIX needed to close below 110 then signal when it closes back
above it. Could it also be a decent signal when the VVIX goes below
110 intra day and only closes slightly above 110 that it's a
warning sign? I don't know, I have not looked back at those
potential signals, it's something you could investigate in the
evening etc.
the only other thing I've experimented with is using a 5 or 15
min VVIX chart and getting some intra day signals for day trade
shorts when it goes above 110, which obviously would have worked
today the last 30 min
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Yeah it's hard to say.
VVIX back below 110, we'll see if it closes that way
Posted by matt on 23rd of Jun 2021 at 06:30 pm
Yeah it's hard to say. I've generally just used the rule where the VVIX needed to close below 110 then signal when it closes back above it. Could it also be a decent signal when the VVIX goes below 110 intra day and only closes slightly above 110 that it's a warning sign? I don't know, I have not looked back at those potential signals, it's something you could investigate in the evening etc.
the only other thing I've experimented with is using a 5 or 15 min VVIX chart and getting some intra day signals for day trade shorts when it goes above 110, which obviously would have worked today the last 30 min