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发表于 2011-12-23 01:24 AM
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greenback 发表于 2011-12-22 21:06 
Sorry, what if VIX keeps going down? Indeed, it's oversold, but it can stay oversold in a trending ...
There is a chance that VIX stays at low for a while. then SPX can play "6 out of 7 days" rally. Cobra so far doesn't mention this evil plan.
So far, hollow VIX ticker at bottom happened 32 times; 26 times (81.25%), next day red; 6 times (18.75%), next went green;
Below I listed the six "green" events
6/11/2009, vix=28 (other five cases vix <21.2)
6/1/2007
4/16/2007
8/10/2005
12/29/2004
1/30/2004
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