Saturday, June 6, 2009

VIX OSC HISTORY

...to shed more light and historical perspective on the last post....


VIX Summation = Summation of the VIX OSC.

Observation: still upwards sloping! (needs a neg VIX OSC in order to turn: confirming, longer term Indicator)



VIX OSC:

Observation:

  • Fear & Greed is always more pronounced on the downside.
  • VIX OSC is a leading Indicator
  • Lead periods can last up to a couple of months (current lead: approx 6 weeks)





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