Two Day VIX Spike
Two Day VIX Spike
My hats of to SentimenTrader. Today Volar will plagiarize as I am quite busy. Jason does great work…
“A “double jump” of 15% or more in the VIX has happened only 6 other times in its history. The table below shows each occurrence, along with the performance in the S&P 500 in the days following. It had a perfect record the following day, and still mostly positive longer-term.”
“There were 22 times that the VIX jumped 10% or more for two consecutive days. Following those, the S&P was higher the next day 17 times, a 77% win rate. It was still positive a week later 19 of the 22 times, averaging +1.2%, and also a month later, averaging +2.0%.”
Best of luck, unbiased trading.
-Volar
