I think this is also why we are seeing things like VVIX/VIX
ratio below the lower Bollinger Bands for a buy signal - normally
that occurs after a pullback not at all time highs - this is
probably a reflection of the uncorrelation VIX
Posted by timebandit on 3rd of Oct 2025 at 09:13 am
What has gotten my attention about this $VVIX:$VIX ratio is when
you throw a correlation indicator on it, it is now both outside the
lower band AND -0.99 correlated to $SPX. I've been looking back to
see if it has ever happened before and haven't found it. But I
can't dive any deeper into it this morning
I think this is also
This VIX behavior is giving some potential warning sigs
Posted by matt on 2nd of Oct 2025 at 06:01 pm
I think this is also why we are seeing things like VVIX/VIX ratio below the lower Bollinger Bands for a buy signal - normally that occurs after a pullback not at all time highs - this is probably a reflection of the uncorrelation VIX
What has gotten my attention
Posted by timebandit on 3rd of Oct 2025 at 09:13 am
What has gotten my attention about this $VVIX:$VIX ratio is when you throw a correlation indicator on it, it is now both outside the lower band AND -0.99 correlated to $SPX. I've been looking back to see if it has ever happened before and haven't found it. But I can't dive any deeper into it this morning
Despite VIX uncorrelations capital still
Posted by mitchell on 3rd of Oct 2025 at 09:25 am
Despite VIX uncorrelations capital still flowing into high-yield bonds. Until that changes its petal to metal.