I like to use the VIX (or VXO) as a tool for timing the market. When looking at the VXO I normally relate it to a short-term moving average rather than looking at absolute levels. Below is one test I ran this weekend that I found particularly interesting. I looked to see what happened if you bought the S&P 500 under the following conditions: 1) The VXO closes at least 10% above its 10-day moving average for 3 days in a row. 2) &nb[...]
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[Source: The Money Blogs]
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