Wednesday, May 6, 2015

2015.05.06 VIX Cycle Model Chart

2015.05.06 VIX Cycle Model Chart

















The VIX cycle model continues to suggest an increase in the magnitude of the index. As you can see below, the model has undergone a phase change going forward, nevertheless it is the same model run with updated data. The key point is that if you look at the previous VIX cycle model shown below, you will note that it achieved a Z-score > 3 which for this model strongly suggests a high chance of reversal.  The earlier model run is also presented here.


2015.03.20 VIX Cycle Model Chart

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