|2016.02.17 VIX Cycle Model Chart|
The VIX cycle model suggests that the VIX may have bottomed at this time, and that ongoing forward we should see a robust spike to the upside. In addition, I have four VIX neural net models, two of which use the Z-score as input, all of which have today also issued buy signals on the open on February 18. . So I'm sticking my neck out, with a 68% chance of success. All models are wrong, some are useful, and some models give the odds. A previous iteration of the model is shown below and clicking on the caption will give the original post.
|2016.01.06 VIX Cycle Model Chart|