Tonight, lots of people are taking about VIX going above Bollinger band. Let’s test it out and see what happens. We will use 25 days simple moving average and 2 standard deviations. On top of that, we want to make sure this signal has not been triggered within the last 30 days. We have 97 percent chance of winning BUT payoff ratio is only 0.26. Take a look at the summary and detail for more info. I think I will pass on this signal.

VIX2SD

vix2SDSummary

vix2SDDetails

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