StockFetcher Forums · General Discussion · VIX and SPX Charts<< 1 ... 9 10 11 12 13 ... 14 >>Post Follow-up
BarTune1
406 posts
msg #84526
Ignore BarTune1
12/16/2009 4:05:22 PM

You are correct Kevin, the 700 was actually for two accounts however, 350 each or roughly $12,500 each.

I'm not afraid to put more money to this position either if it continues to signal as I see limited downside.

Afterall, the VIX isn't going to collapse or go out of business!

Kevin_in_GA
4,553 posts
msg #84528
Ignore Kevin_in_GA
12/16/2009 4:17:17 PM

and there is little concern about it never going back up!! VIX futures for 2010 are at something like 38 right now.

Kevin_in_GA
4,553 posts
msg #84585
Ignore Kevin_in_GA
12/17/2009 12:53:49 PM

Nice call.

Kevin_in_GA
4,553 posts
msg #85937
Ignore Kevin_in_GA
1/11/2010 11:05:52 AM

VIX is now trading below the lower Bollinger band (10,2) - see the charts in the first post on this thread. Also, It is currently a hollow candle. Most hollow candles that cross or close below the Lower BB result in drops in the market the next day.

If it closes below the LBB, or if it closes above the LBB but crosses it with a hollow candle, odds favor a down market for tomorrow. Right now one of these two outcomes is guaranteed.

Kevin_in_GA
4,553 posts
msg #85964
Ignore Kevin_in_GA
1/11/2010 4:43:31 PM

USD closed below the Lower BB as well, at 77.00. Expect a rebound in the USD to push stocks lower either tomorrow or by the end of this week at the latest (assuming this is a capitulation of the dollar and it keeps falling for a few more days).

BarTune1
406 posts
msg #85966
Ignore BarTune1
1/11/2010 6:20:44 PM

That would be good news for me because I am 100% short here ........

Kevin_in_GA
4,553 posts
msg #85972
Ignore Kevin_in_GA
1/11/2010 6:45:39 PM

Ouch. I went entirely the other way last Monday.

My Holy Trinity filter (advances/declines, up and down volume, new highs/new lows) says stay long for now.

My modified VIX filter also says stay long, but has dropped from 0.12 yesterday to 0.05 today (zero crossover triggers a SELL).

All four filters are still giving green signals. I know that the Bollinger Band strategy is also highly accurate, and usually leads the other indicators.

Tough decision. Depending on the futures and dollar trade tomorrow morning, I may pick up some BGZ as a hedge but stay pat on my current trades.

BarTune1
406 posts
msg #85992
Ignore BarTune1
1/12/2010 12:12:53 AM

Kevin,

Rest assured, your filters have been more accurate than mine lately. My account has "retraced" this month.

However, one more drop and I should be positive again for the month.

I intend upon paying closer attention to your filters once I am out of the positions I am currently in.

Kevin_in_GA
4,553 posts
msg #85999
Ignore Kevin_in_GA
1/12/2010 6:47:38 AM

From the futures data right now, you'll be OK today.

Kevin_in_GA
4,553 posts
msg #86000
Ignore Kevin_in_GA
1/12/2010 7:20:58 AM

Bartune (and everybody else):

Looks like the basic premise of the VIX-BB system has been seen by others as well:

http://evilspeculator.com/?p=14149

Look for the confirmation signal today or tomorrow. Based on the futures, it will happen today so be ready if and when it does. May want to buy some puts or BGZ as a hedge. I'll stay long in what I am in right now, and use some extra cash to hedge if needed.

Oddly, the dollar is not moving at all -

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