This could just be down to how the buying of futures was handled at that critical period around vix futures close at 4.15pm, but they never got back in sync, and now never will with the TVIX 2x and UVXY 1.5x leverage
I scaled UVXY up 5.5x just so it aligned with the TVIX price.
I scaled UVXY up 5.5x just so it aligned with the TVIX price.