On Friday my friend Mr VIX predicted a rally within 1-2 days
with a 98% probability back tested 25 yrs due to the 30% surge. We
got the rally. Today the VIX fell 12%. 25 yrs of data says when it
falls that much a down day occurs in 1-2 sessions (Tues or Wed) 85%
of the time.
Hey Steve- Have you or anyone tested this? I tried coding
this and i get about 80%. not 98%. In fact im not able to find any
threshold that yields greater than 85% probability of profit. Just
saying....
Market Sleuth Stats on VIX
Posted by steve on 13th of Oct 2025 at 09:53 pm
On Friday my friend Mr VIX predicted a rally within 1-2 days with a 98% probability back tested 25 yrs due to the 30% surge. We got the rally. Today the VIX fell 12%. 25 yrs of data says when it falls that much a down day occurs in 1-2 sessions (Tues or Wed) 85% of the time.
Hey Steve- Have you or
Posted by pep8261 on 14th of Oct 2025 at 11:48 pm
Hey Steve- Have you or anyone tested this? I tried coding this and i get about 80%. not 98%. In fact im not able to find any threshold that yields greater than 85% probability of profit. Just saying....
These stats were reason for
Posted by steve on 14th of Oct 2025 at 08:53 am
These stats were reason for hedge - worked out nicely overnight
Warning was sent
Posted by steve on 14th of Oct 2025 at 07:36 am
Warning was sent