VIX 1YR 30D Spread Indicator
已更新
VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.
註釋
Weekly
註釋
Usually bounces off 0, sliding negative means a big pullback
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