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Earl -
Here is a different perspective of the relationship between the VIX and the
SP500. The outer red bands are color coded as buy (green) and sell (red).
With appropriate algorithmic filtering the signal success rate exceeds 80% in
both bull and bear markets.
Ned
Earl Adamy wrote:
> See attached chart of VIX and SP500.
>
> Earl
>
> ----- Original Message -----
> From: "profitok" <profitok@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Sunday, November 25, 2001 7:11 PM
> Subject: Re: [RT] Re: z score
>
> > Hello
> > according to cboe vix closed at 24.78
> > and just 10 days ago it was at same level?
> > or do I have the wrong data?
>
>
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> -----------------------------------------------------------------
> Name: VixDaily.gif
> VixDaily.gif Type: GIF Image (image/gif)
> Encoding: base64
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