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Ratio of 30 day VIX (the so called "Fear Index") to a 3mth VIX

Some definitions first:
VIX             - expected 30-day volatility for the S&P 500            
VXV             - expected 3 month volatility for the S&P 500            

So if VIX             implies short term fear, VXV             implies quarterly fear. To divide both of them as a spread can give an indication/direction of where both short term and a slightly longer term 'fear' is heading.

Looking at the chart this ratio of spread has some interesting spikes. I've drawn horizontal rays to show where the support and resistance levels are.

In addition, an exponential envelope shows when this ratio falls out or touches a 10% band. One can choose to take the Long view on SPY             when this ratio spikes and hedge (go long VXX             ) should there be a divergence on MACD .

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