An SPX Vortex Suggests a Market-Wide Cyclone Found this little technical abnormality by accident. That's a pretty severe deviation from the VI - historical mean.
See Below for Logic Listed in Black Box:
1) IF (VI -) is currently reading an extreme all-time low
2) THEN Prob(mean reversion) is very high
3) IF (VI +) is also at all-time low
AND (VI +) broke down from 20-year sideways channel
AND (VI -) mean reverts back above sideways channel
THEN 500-Day Bearish Crossover is Highly Likely
4) IF Bearish crossover occurs
THEN History suggests a storm is coming
- Stormish Pig
SPCFD:SPX
CBOE:VIX
