VIX 1YR 30D Spread Indicator

11 במאי 2023

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.

11 במאי 2023

הערה

Weekly

11 במאי 2023

הערה

Usually bounces off 0, sliding negative means a big pullback