Volatility S&P 500 Index
Updated

VIX @ Zone Transition - Time to consider dual sided portfolio

258
Long and Short mix to manage trade time.

One of the critical zone is 20-22. VIX below 20 has been bullish, VIX above 22 has been bearish more than 82% of time. According to my zone analysis, this is transition between zone 2 and 3.
Note
Here is a Development stage Indicator for the Zone, Would eventually make this calculate automatically, on Monthly basis -
VIX - Personal Embedded for Mar 2016
Note
SKEW looks promising to upside -
snapshot
Note
Did a pretty good job with the SKEW estimation.

Still not in the threat zone for bulls...... snapshot

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