YaKa

SPX - Volatility Divergence

CBOE:VI2!   S&P 500 VIX
176 3 4
Although, SPX             is 5% higher than 5 months, Volatility is not marking new lows and is trading 4 vol higher.

The volatility is slowly shifting regime or at least the perception of risk is increasing and it shall remain so with steepness increasing if the SPX             was to move higher.

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YaKa jangseohee
:)
I am not even sure this ETF performs well in general... even in Aug11, the performance was not that impressive.
+ I did not check on this ETF particularly but by construction, I think leverage etf lose money when staying flat (due to daily rebalancing features)... so if the spot is still at the same level 2 months later, you are losing money when you would be flat on spx...
To gain leverage: better trade futures.
-1 Reply
i agree
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