VIX 1YR 30D Spread Indicator

Por Nicklaus68
Actualizado
VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.
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imagen
Weekly
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Usually bounces off 0, sliding negative means a big pullback
Beyond Technical AnalysisVIX CBOE Volatility IndexVIX1Y

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