Comments on: VIX Drops, Market Hops

by: Revisiting the 17.5% VIX Drop at Trader’s Narrative

Sat, 07 Apr 2007 05:51:09 +0000

[…] On June 29th, the VIX fell by about 17.5% from its previous close. Historically, the next 10 trading days will find the S&P 500 trading higher after a larger than 10% drop in volatility. […]

by: Revisiting the July 19th VIX Drop at Trader’s Narrative

Sat, 05 Aug 2006 04:35:48 +0000

[…] Volatility, as measured by the VIX index, fell by almost 18% on July 19th 2006. Since historically a drop of 10% or more has been a bullish harbinger I’m keeping track of the performance of these signals. Here is this latest signal: […]

by: Market Overview at Trader’s Narrative

Thu, 20 Jul 2006 07:02:18 +0000

[…] The volatility, as measure by the VIX index, got crushed again today falling intraday almost 18% ! To be honest, I’m getting tired of this. Uncharacteristically, it has been happening a lot lately. Historically it has been bullish but the reason I don’t really like it right here is because it shows a market that is too ready to abandon its skepticism. And as you know, skepticism, like virginity, should not be abandoned too readily. […]

by: Ken

Fri, 26 May 2006 21:19:23 +0000

Very interesting. I guess we’ll have to see if its true this time around.