SPX/VIX has been above 80 for last 14 trading days. High probability on the short side starting 1/31, which is a gann date.
Probability Of Down | Date | |
1 TD later | 67% | 2-Jan |
2 TD later | 50% | 3-Jan |
3 TD later | 42% | 4-Jan |
4 TD later | 57% | 7-Jan |
5 TD later | 61% | 8-Jan |
6 TD later | 57% | 9-Jan |
7 TD later | 65% | 10-Jan |
8 TD later | 65% | 11-Jan |
9 TD later | 70% | 14-Jan |
10 TD later | 74% | 15-Jan |
11 TD later | 74% | 16-Jan |
12 TD later | 74% | 17-Jan |
13 TD later | 83% | 18-Jan |
14 TD later | 78% | 22-Jan |
15 TD later | 83% | 23-Jan |
16 TD later | 83% | 24-Jan |
17 TD later | 87% | 25-Jan |
18 TD later | 83% | 28-Jan |
19 TD later | 91% | 29-Jan |
20 TD later | 91% | 30-Jan |
21 TD later | 100% | 31-Jan |
22 TD later | 100% | 1-Feb |
23 TD later | 100% | 4-Feb |
24 TD later | 100% | 5-Feb |
25 TD later | 100% | 6-Feb |
26 TD later | 100% | 7-Feb |
27 TD later | 96% | 8-Feb |
28 TD later | 96% | |
29 TD later | 96% | |
30 TD later | 96% |
SPX/VIX Sentiment chart. SPX/VIX is reading the highest in many months.
SPX trendline and gann dates match up to 1/31 and 2/5. 1499 with stop cleaning at 1503.
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