An SPX signal using VIX with VXST
If you've been watching VIX trend higher, check out VXST—the 9-day VIX—which usually trails VIX but at this writing is higher. (Current VXST isn't available on TV; you can find it on StockCharts or elsewhere.)
As of close of markets Friday 21 January 2022, the whole VIX structure was in backwardation. The VXST:VIX ratio was at 1:07, which can be interpreted as an expectation that volatility will diminish over time.
The setup is to profit from VIX' move back toward contango by buying SPX as soon as the VXST:VIX ratio slides back under 1.
As of close of markets Friday 21 January 2022, the whole VIX structure was in backwardation. The VXST:VIX ratio was at 1:07, which can be interpreted as an expectation that volatility will diminish over time.
The setup is to profit from VIX' move back toward contango by buying SPX as soon as the VXST:VIX ratio slides back under 1.
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