statistical information for traders relating to bias
(long/short) and position sizing. (from T Bowley):
VIX 20 or above:
SPX annualized return -37%
% days higher: 45%
VIX 17-20:
SPX annualized return +23%
% days higher: 51%
VIX 13 and below:
SPX annualized return +48%
% days higher: 67%
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VIX
Posted by te22 on 3rd of Apr 2024 at 11:15 am
statistical information for traders relating to bias (long/short) and position sizing. (from T Bowley):
VIX 20 or above:
SPX annualized return -37%
% days higher: 45%
VIX 17-20:
SPX annualized return +23%
% days higher: 51%
VIX 13 and below:
SPX annualized return +48%
% days higher: 67%