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VixFix RVol + EMA

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This indicator plots Realised Volatility (measured using VixFix method) against its long-term exponential moving average.

RVol breaking above its EMA = Sell signal
RVol breaking below its EMA = Buy signal

60-day VixFix look back period and 900 day EMA work well for lower volatility tickers (equity ETFs, megacap stocks). Higher volatility tickers could benefit from shorter look back period and EMA.

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