Very good indication of BIG move in VIX coming Long

CBOE:VIX1D

CBOE Volatility IndexCBOE

Beschreibung

⋅ 11. Jun. 2016 18:52

VIX 9EMA crosses over 20 EMA + UVXY closes above 20 EMA = BIG move in VIX
Short SPY long VIX

Kommentar

⋅ 13. Jun. 2016 20:20

So far this has proven 100% since 2013 (I didn't check further back). Returns have been a min of 8.5%. Today was a huge and took profits.

Kommentare

Algyros

⋅ 19. Jun. 2016 09:05

BTW, I looked at 2011. Using VXX as a proxy for UVXY, it was a challenging year.

Algyros

⋅ 17. Jun. 2016 19:07

Could you share some thoughts about how best to take profits on a VIX spike? In other words, what indicator do you look at to ascertain that the VIX spike is over? Thanks.

jjfrost

⋅ 17. Jun. 2016 20:19

Thanks. Watching UVXY, sell when the 20 EMA crosses the 9 EMA on the 5 min or 15 min time frame. Watching for convergence/divergence on RSI also helps.

Algyros

⋅ 12. Jul. 2016 02:42

I've been playing around with your charts and have ascertained that if you go long UVXY when the conditions you describe are met and then go short UVXY the rest of the time, the results are excellent. Thank you for a terrific idea.

Algyros

⋅ 17. Jun. 2016 00:03

Terrific chart. Thanks.

jjfrost

⋅ 11. Jun. 2016 19:43

VIX went up everytime a min of 8.7% since July 2012, the farthest back I checked.

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