SPX & Russel 2000 since 2003 "Bands of brothers ride together"
240
Getting divergence between these 2 indexes and crossing below zero line or just above the zero line we get a heads up kind of signals for higher volatility in SPX. Median of 44 days and Average of 45 days to pullbacks. Median & Average pullback of 9.9 % & 10 %.
DATA: - 29 day to 11% pullback - 71 days to 4% pullback -58 days to 10% pullback -39 days to 15% pullback - 3 day to 5% pullback -Mid of 4% pullback -1 day to 3% pullback - 92 days to 12% pullback - Double: 44 & 6 days to 20% correction -62 days to 12% pullback -90 days to 8 % pullback. -------------------------- 0.01 readings -Zero Days to 10% pullback -69 days to 6 % pullback -3 days for a 3% pullback -49 days for a 6 % pullback