VIX falling with the SPX not moving up is actually a bearish sign...fwiw
Great indicator!
anon: vix falling, put call ratio declining and spx moving sideways is indeed bearish and that's the idea behind this post.
Vix may be falling due to anticipated lull in holiday week or two ahead.
yes, this move of moves has coincided with large drops in 2008, not so much before 2008. we will see.
VIX falling with the SPX not moving up is actually a bearish sign...fwiw
ReplyDeleteGreat indicator!
ReplyDeleteanon: vix falling, put call ratio declining and spx moving sideways is indeed bearish and that's the idea behind this post.
ReplyDeleteVix may be falling due to anticipated lull in holiday week or two ahead.
ReplyDeleteyes, this move of moves has coincided with large drops in 2008, not so much before 2008. we will see.
ReplyDelete