jacobit

VIX Linear Decay Regression Study

Long
TVC:VIX   Volatility S&P 500 Index
Here's a linear decay study on VIX with some regression and kalmans.
Note the intersects. Note the regression std dev portions (0.25/.5/1/2).

If we are to have a dip next week and in the coming months you can see the sell and buy zones on the intersects.
The gray zone is unknown.

I'm in UVXY.
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