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Trend table status

Trend

SP-500

R2000

COMPX

Primary

Up 7/31/20

?- 3/31/20

Up 5/29/20

Intermediate

Up 10/2/20

Up 8/21/20

Up 10/9/20

Sub-Intermediate

Up 11/10/20

Up 11/4/20

Up 11/9/20

Short term

? 11/18/20

Up 11/5/20

? 11/18/20


Don Worden of Worden Brothers (makers of Telechart software) used to keep a trend table before his health issues got in the way. I always found it useful. Mine is slightly different. Hopefully helpful. Up? or Dn? means loss of momentum. ? by itself means trend is neutral. ?+ or ?- means trend is neutral with bias of up(+) or down (-)

Tuesday, May 14, 2013

Is volatility on the rise?

Lets look at the VIX daily chart first.


That looks like a possible series of higher lows forming.  Is this for real or just some fun and games by the option players?  Lets look at historical volatility in SPX.


The historical volatility in the lower pane is also making higher lows.  They do not coincide with the VIX lows though.  Notice the VIX made a lower low in March while actual volatility made a higher low.  The volatility increased each of the last three summers as the sell in May pattern played out.  I can't say the trend is strong enough to be definitive yet, but the door is open to a volatility increase again.

Bob

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The information in this blog is provided for educational purposes only and is not to be construed as investment advice.