haug01
Long

VIX Bull Market Behavior

TVC:VIX   Volatility S&P 500 Index
The VIX             is now at a 52 week low. This may be a one day event or a several week event.

The following data are meant to help guide the decision as to when to buy/go long on the short term and midterm VIX             related etfs/etfs. The VIX             daily minimum and closing prices were downloaded from the CBOE             website. The % of days with daily minimums and daily closing prices were then analyzed from May 23, 2014 to August 5, 2016.

The time from May 23, 2014 to July 24, 2014 (43 trading days) was identified as a bull market run withe the VIX             closing < 11.5 on May 23, 2014.

May 23, 2014 VIX             closes at 11.36

July 24, 2014 ( S&P 500             Daily Cycle Top) at 1988.

July 24, 2014 VIX             closes at 11.84

From May 23, 2014 to July 24, 2014 (43 trading days):

The VIX             close was < 10.0 zero days (0 %).
The VIX             close was < 10.5 one day (2.3 %).
The VIX             close was < 11.0 nine days (20.9 %).
The VIX             close was < 11.5 fifteen days (34.9 %).
The VIX             close was < 12.0 thirty one days (72.1 %).

The minimum VIX             close was .

The VIX             low was < 10.0 zero days (0 %).
The VIX             low was < 10.5 three days (7.0 %).
The VIX             low was < 11.0 thirteen days (30.2 %).
The VIX             low was < 11.5 thirty one days (72.1 %).
The VIX             low was < 12.0 thirty seven days (86.0 %).

The lowest VIX             was .10.26.

The VIX             closed below 11.5 until August 22, 2016
After that, the VIX             did not close below 11.5 until August 5, 2016

For traders interested in going long on the VIX             rtfs and tens, positions may be opened when when the VIX             is < 11.5 and especially when VIX             is < 11.0 and < 10.5. For the midterm VIXM             and VXY, a cost averaging strategy could be considered. I added to my VIXM             position on 8/4/2014 and added UVXY             calls on 8/4/2016.
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