VIX 1YR 30D Spread Indicator

11 พ.ค. 2023

VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.

11 พ.ค. 2023

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Weekly

11 พ.ค. 2023

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Usually bounces off 0, sliding negative means a big pullback