VIX 1YR 30D Spread Indicator

11 мая 2023 г.

VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.

11 мая 2023 г.

Заметка

Weekly

11 мая 2023 г.

Заметка

Usually bounces off 0, sliding negative means a big pullback