Saturday, March 15, 2014

2014.03.14 VIX Cycle Model Chart

2014.03.14 VIX Model Cycle Chart



















The VIX cycle model is performing well within its limitations. The model does not capture the magnitude of the price spikes, both high and low, but seems to be working out as far as predicting the turning points within a short-term time window.  The previous model run is shown here and below.

2014.02.21 VIX Cycle Model Chart

2 comments:

Permabear Doomster said...

hey there

VIX in the low 20s certainly looks an easy target in the weeks ahead.

However, the bears have been unable to hold above 20 since late 2011.
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I see others looking for higher volatility in late 2014, but that sure feels a long way off..and right now we have a VIX back in the mid teens.

For me, a major marker would be VIX >27, the 2012 high, but first things first...

2013 high...21..

Paolo said...

Hi PD, thanks for dropping by since I really appreciate your excellent and integrated broad market views. That is probably the case with readers of the blog here as well.