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the VIX | Asset-Specific Analysis | Aug 01 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


DJIA_D
126-day returns for the Down Jones Industrial Average where the VIX's 143-day rate of change has been less than or equal to -0.73886432
Signal: 8.46

NASDAQ100_D
126-day returns for the Nasdaq 100 Index where the VIX's 147-day rate of change has been less than or equal to -0.74564706
Signal: 6.26

SPX_D
126-day returns for the S&P 500 Index where the VIX's 144-day rate of change has been less than or equal to -0.72474888
Signal: 8.59


4 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | the VIX


Below is a table of market indicators for the VIX that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
377499 08/01/2019 VIX_D BOPMA2 97.0031002411299 0.661677631578945
377500 08/01/2019 VIX_D BOPMA42 1.75019888623707 -0.278330589132176
377501 08/01/2019 VIX_D BOPMA44 2.15482841181165 -0.265813097414529
377498 08/01/2019 VIX_D PROXTOBOLL5 97.8487614080834 0.912196579153869
377496 08/01/2019 VIX_D ROC147 2.73504273504274 -0.7319875
377497 08/01/2019 VIX_D ROC150 2.6694045174538 -0.73793758