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Preview: Comments on VIX and More: VIX:VXV Ratio Slips Below 0.92 Intraday

Comments on VIX and More: VIX:VXV Ratio Slips Below 0.92 Intraday





Updated: 2018-01-23T01:21:35.837-08:00

 



I do not think of the VIX:VXV ratio in terms of si...

2013-04-11T19:33:25.256-07:00

I do not think of the VIX:VXV ratio in terms of signaling new waves of a year or more, but as the data set is still young, I am certainly open to new ways to think about the signals.gw2 gold
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In 2008 (before September) VIX:VXV seemed to be tu...

2009-06-11T17:28:51.506-07:00

In 2008 (before September) VIX:VXV seemed to be turning in roughly 6 week cycles (i.e. you would see a ~6-week reversal down soon after it closed under .90 then another ~6 week reversal up soon after closing over 1.10). Will be interesting to see if this type of cycle re-appears now.



I generally treat the VIX:VXV ratio signal as an e...

2009-06-10T22:07:33.438-07:00

I generally treat the VIX:VXV ratio signal as an entry point that I expect to hold for a matter of weeks.

While I have been more than a little coy about the best exits and full trading systems for the VIX:VXV ratio (I will incorporate some of this into my upcoming book), I consider a two week holding period to provide some high potential trades -- but I also think that setting ratio exit points that may take as much as 2-3 months to trigger as an important aspect of this indicator as well.

I do not think of the VIX:VXV ratio in terms of signaling new waves of a year or more, but as the data set is still young, I am certainly open to new ways to think about the signals.

Cheers,

-Bill



what is the time frame on your ratio indicator? f...

2009-06-10T12:10:16.776-07:00

what is the time frame on your ratio indicator? for instance, once it prints .91, is that a short indicator for the next day or is it a short indicator for a few weeks, or is it a whole new wave lower?



I trade VXX outright and generally prefer to use o...

2009-06-10T10:49:28.133-07:00

I trade VXX outright and generally prefer to use options as hedges.

The market is starting to look more toppy to me -- and it's nice to see that VXX finally moving up...

-Bill



Bill, do you trade VXX outright or as a hedge?

2009-06-10T10:18:38.925-07:00

Bill, do you trade VXX outright or as a hedge?



Look like market will break out today. It truly wa...

2009-06-10T03:47:34.312-07:00

Look like market will break out today. It truly wants to take out every short there is. First phase of this bear was to kill the dumb money, now its killing the smart money, and next it kills the very smart money.



what if current trend is like mid 2003 rally? or 1...

2009-06-10T03:25:13.262-07:00

what if current trend is like mid 2003 rally? or 1970, 1975...inflation pressure and high interest rate seems similar to current environment



IF the ratio does move down toward the mid 80s, it...

2009-06-09T23:16:06.160-07:00

IF the ratio does move down toward the mid 80s, it could be done in a matter of days even if the market pullbacks. So the market doesn't necessary have to move up (like today.)

Regards, Jimmy



tony, it got below .90 12/07 ,5/08 and then 8/08...

2009-06-09T20:45:06.048-07:00

tony,

it got below .90 12/07 ,5/08 and then 8/08 volatility was lower then but it is relative so it was also lower compared to this january. I think you are right on with the shorts but early. I think we will see the vix print 25 and the ratio around mid .80s

anon



This ratio hasn't dipped below 0.9 eod since A...

2009-06-09T20:23:51.873-07:00

This ratio hasn't dipped below 0.9 eod since August. I would consider it extended right here. I'm short.



i have studied this and after it dips below .90 it...

2009-06-09T19:01:43.623-07:00

i have studied this and after it dips below .90 it tends to top out in 3-5 days



VIX:VXV was on hiatus as a reliable indicator sinc...

2009-06-09T12:05:12.943-07:00

VIX:VXV was on hiatus as a reliable indicator since the whole market debacle began last September, but now it seems to be more consitent and relevant again. I would bet once it drops below .90 we'll see a major market reversal imminently.