$tvi

IvanLabrie IvanLabrie TOP VIX, D, Short , a year ago
VIX: UCSGEARS' snapback application to Vix
369 17 22
VIX, D Short
UCSGEARS' snapback application to Vix
I came up with this based on one of Tim West's publications from today. It seems that this indicator produces some really high quality signals when applied to the Vix itself, to trade S&P500 futures. Check it out, maybe you can come up with other variations of this technique. Seems like something I'd like to try ...
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