The results that you have come up with most likely have a very high correlation with the long pronounced decline in the VIX over the past 8 months.
Take a look at late '93 or '94.
I believe that the VIX got as low as 9.0
It would be interesting to see what the S&P futures range was back then. I do recall some super slow days during the Summer of '93, with some really dull ranges.
Be patient.
Take a look at late '93 or '94.
I believe that the VIX got as low as 9.0
It would be interesting to see what the S&P futures range was back then. I do recall some super slow days during the Summer of '93, with some really dull ranges.
Be patient.
