[UVXY] Volatility Matrix Prediction Strategy... Data is $$$!

2020年8月19日

Last time we got a volatility spike we had this signal sequence:
June 3rd: LL VVIX
June 5th: Small Buy VVIX, LL UVXY/VIX/VXN (4 x LL, 1 x SB)
June 9th: SB VXN, Large Buy VVIX, SB VIX (4 x LL, 2 x SB, 1 x LB - enough signals at all levels, possible entry confirm)
June 10th: SB UVXY (add'l confirm)
June 11th: LB UVXY (your money is probably good)
June 12th: HH UVXY/VXN/VVIX
June 13th: HH VIX

What we got now indicates that we're not going to see any volatility spike in the next few days (at least aside from our Buy Entry Window for UVXY but that Small Sell kinda ruins it). If we keep an eye and collect enough signals though it could give us everything we need to jump in right before a spike.

Signal Stages
Weak/Start: LL
Strong/Entry Confirm: SB
Strongest/Entry Confirm: LB

Keep in mind any Small or Large Sell in between would cancel out the previous Buys.

I'll keep you guys posted! B)

Shoutout to Itsallsotiresome for the VVIX and VXN education and @avacamir for the indicators.