Wednesday, May 20, 2009

VIX Capitulation?



sure looks and feels like one today. Reversal on indexes thus far looks very weak which makes me think there's more bullish will power left.

3 comments:

  1. can the vix capitulate? never thought of it that way...

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  2. well, it is a measure of human emotions. look at what happened in oct 2008, similar euphoric spikes only in 2008, they were spikes in fear. now, it feel like MIGHT be seeing a mirror opposite image. we might need to see several of these over several days/weeks before all is said and done. bulls will not go away in one day!

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  3. "Berk's rules for the VIX signal:

    For a $VIX confirmed signal you need 3 things:
    a close outside of the 2.0 Bollinger Band
    a close back inside the 2.0 Bollinger Band - this issues the signal
    a higher close (sell) or lower close (buy) than the close of the day back inside the 2.0 Bollinger Band - this confirms the signal

    Once you get those 3 things a major reversal usually occurs within the next week. The sell signals are far more accurate than the buy signals."

    We need a close above 29.05 on the vix tomorrow and we'll have #3

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