We note that VIX has just posted a solid 1-day gain of a little over 15% in conjunction with a reasonably benign S&P 500 fall of -0.71%

Probability Trader

www.probabilitytrader.com

We note that VIX has just posted a solid 1-day gain of a little over 15% in conjunction with a reasonably benign S&P 500 fall of -0.71%. Historically (since 1990), a strong 1-day upward move in the VIX (> 15%) together with a small S&P 500 decline (between -1% & 0%), produced an average 10-day return of 1.72% for the S&P 500 Index (win rate 81%).


1 topic

Probability Trader
Probability Trader
Quantitative Research Analyst
www.probabilitytrader.com

Probabilitytrader is an independent financial research group that provides objective analysis for traders of Global Stock Market Index CFDs, ETFs, Futures, and Options. Our forward looking analysis covers timeframes as short as 1-day to as long as...

Expertise

No areas of expertise

I would like to

Only to be used for sending genuine email enquiries to the Contributor. Livewire Markets Pty Ltd reserves its right to take any legal or other appropriate action in relation to misuse of this service.

Personal Information Collection Statement
Your personal information will be passed to the Contributor and/or its authorised service provider to assist the Contributor to contact you about your investment enquiry. They are required not to use your information for any other purpose. Our privacy policy explains how we store personal information and how you may access, correct or complain about the handling of personal information.

Comments

Sign In or Join Free to comment
Elf Footer