An Accurate Vortex Predictor for Monthly DirectionTurns out that when you overlay the 13-Day Vortex Indicator over monthly SPX data, you get an incredibly accurate predictor of what the following month's overall direction will be after the month of a crossover.
As you can see, every month where a blue-over-red cross occurs precedes a blue (green, bull) month. Vice versa applies to months following a red-over-blue cross on the 13-Day Vortex Indicator.
I've only tested this out on SPX recent monthly data, but it seems to be somewhat uncanny so far. Curious to see if this holds using other assets and timeframes.
Whatever, it works.
- Cycpiglical Indicator
SPCFD:SPX
