Sunday, July 12, 2015

2015.07.10 VIX Cycle Model Chart

2015.07.10 VIX Cycle Model Chart

















The VIX cycle model suggests increasing upward pressure on the VIX index going into the Fall of 2015. As you can see from the previous iteration of the model shown below and here on the blog, the Z-score approaching 2 on the last iteration suggested a reversal in the index which has occurred.  The current Z-score is close to zero, suggesting the index will remain, on average, around the 14-17 range until September 2015.


2015.07.10 VIX Cycle Model Chart

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