When both SPX and VIX up on the day

Posted by Yong Pan | Mar 15, 2009 | Free Contents | 14 |

Here's a simple back test on what had happened when both SPX and VIX are up on the day. Basically, in the recent bear market, if this kind of thing happens on Friday, the next week tends to close in red.

14 Comments

Erik on March 15, 2009 at 7:22 pm
daveM on March 15, 2009 at 7:45 pm
Anonymous on March 16, 2009 at 1:50 am
uempel on March 16, 2009 at 2:55 am
Anonymous on March 16, 2009 at 3:10 am
Anonymous on March 16, 2009 at 6:02 am
Papu on March 16, 2009 at 9:35 am
Anonymous on March 16, 2009 at 10:11 am
Anonymous on March 16, 2009 at 10:20 am
Kevin on March 16, 2009 at 9:37 pm
Cobra on March 16, 2009 at 10:30 pm
Cobra on March 16, 2009 at 10:32 pm
Charts and Coffee on March 16, 2009 at 10:52 pm
Anonymous on March 17, 2009 at 8:45 am

Trader's Calendar

Major U.S. Economic Reports are HERE
11/01: Nov 1st day, Dow up 10 of 14
11/03: Daylight saving time ends
Week before Nov OE, S&P up 9 of 14
11/07: FOMC
11/11: OE Monday, Dow up 12 of 19
Week before Thanksgiving, Dow down 6
11/15: OE Day, Dow up 15 of 21
11/28: Thanksgiving, market closed
11/29: Shortened trading day
11/29: Nov last day, S&P down 16 of 25
12/02: Dec 1st day, Nasdaq down 7 of 11

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