vix fell 6% today and is sitting right on the 10 ma so any further fall in the vix will trigger a sell signal tomorrow. looks like a
nice profitable trade.
Exit (on the close) the day the VIX trades (intraday) below yesterday's 10-day moving average (reversion to the man). Or exit within two to four days.
we just got a cvr3 sell\short signal if my calculations are right. the cvr3 buy signal was profitable lets see if the short signal works.
For Sells:
Today, the high of the VIX must be below its 10-day moving average.
Today, the VIX must close at least 10% below its 10-day moving average.
If rules 1 and 2 are met, sell on the close.
Exit (on the close) the day the VIX trades (intraday) above yesterday's 10-day moving average (reversion to the mean). Or exit within two to four days.
looks like we had a cvr3 buy signal at close again today if my calculations are right. anybody feel like buying? i bought a couple things at the close for a trade. dont like the seasonal timeframe to go very heavy long.
im not sure about that. hope sombody that knows will tell us. i used the vix.x in qcharts which i believe has been changed over to the new vix calculations.