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发表于 2011-12-22 11:39 AM
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回复 littletiger 的帖子
I'll share this tidbit from another blog (won't post link to it in respect to Cobra's blog) called Vix and More.
This was back on 12/22/2010 (exactly one year ago):
"Well, consider that in five of the last eight years, the annual low in the VIX fell during the week leading up to Christmas. Last year, some may recall that the VIX made its annual low on Christmas Eve. Back in 2004, the VIX had its low for the year on December 23rd; and in both 2003 and 2006, the VIX bottomed out for the year on December 18th. Today’s low makes it five pre-Christmas bottoms in eight years."
Two trading days after that post, VIX shot up 18%.
Now, keep in mind that this is not foolproof and guaranteed. You have to look at other indicators. I did. I looked at the RSI and it is at scarily low levels, as in levels that have only occurred around 7 times in the past 4 years. So it's pretty damn low. Combined with seasonality, this is a long VIX play I will take on right here. |
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