akikostas

VIX 2008 vs 2022

akikostas Updated   
It is actually a pair I decided to use, no reason behind it, just testing stuff.

The behavior of VVIX*VIX is very similar to what happened in 2008.

Is a crash coming or are they messing with our heads? Maybe they orchestrated it so similar to confuse us into thinking we are falling.
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Look at this Head and Shoulders that is shaping in the RSI of SPX
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The same chart, just rescaled for recent price action.
IF this plays out, volatility will get immense.
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Pattern taken from 2002 to 2009. Rescaled appropriately, in a way that the 2020 black swan is ignored as an outlier.
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Look at this idea!
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Somehow this random chart of VIX*VVIX had incredible accuracy until now!

Also what's up with SKEW? It is a measurement of risk. How much less risk do you want exactly? Price oscillator has reached a bottom, and shaped an alarming W.
When there is calm and low risk, investors are willing to overexpose themselves.
Is it the calm before the storm?
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VIX/VVIX
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Triangle of death?
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I've been doing some calculations...
This is a link to one of my previous ideas.


As it turns out, the cycle of nature is not exactly 7 years. It is actually 7 years and 2 months, and more specifically the cycle of nature is 2.618 days. Which is not a random number, it is pfi+1. A golden ratio. The same cycle occurs with everything in nature, like the economy.

2.618 is 2x7x11x17, which is also 1000*(phi+1)

So I would guess that the boom will happen in Q1 of 2023. That is when the US runs out of money. They did a favor to the economy and let the US get a free-loan one last time. And raise the debt ceiling for a last time. A legislation was passed that allowed for one and only one time, the last time, to borrow without the vote of the Republicans. I don't live in the US so take what I say with a grain of salt, I don't know the specifics of the Constitution and how US Politics work. I know one thing, that I know nothing. And this is a quote I stole from one of my ancestors.

Where does it put us timewise? I would guess that Dec.01, 2022 = Jun.01, 2001
Who knows, maybe in Mar.14, 2023 the sequel to 9/11 will happen in the US.

The Great Bankruptcy is coming...
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I also believe that the coming "Volatility-Event" which could happen in December, is not the main event of the coming recession.

Of course I am exaggerating with some of my ideas. The point though is that we should mind the scale. And the scale of the things we are in is massive.

This scenario is more probable.
This shows a big drop coming any time now, and a big event in Q1-Q2 of 2023.

The retracements are taken from my favorite SPY_Master
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This idea is the bomb!
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Another long-term distribution! Inspired by SPY_Master

A closeup, with a pattern from 2008
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We are inside the ribbon.
3D, 1W, 2W, 1M, 2M, 3M, 6M Stochasic RSI oscillators confirm an incoming upwards move.

SKEW is inside a falling wedge.
Several weeks ago, it reached an all-time-low. Now, 1M and 2M stochastics are ready for prime time.
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We are in Dec. 11, 2022. Subtract 5236 days and we reach Aug. 11, 2008.
5236 = 2 cycles x pfi^2*1000 = 2 cycles * 2618
If you test 3 cycles, we reach the time of the .com bubble burst.
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Blue line above: SPX
Orange line below: VIX
Blue line below: Historical Volatility indicator for SPX
White line: Line of Death?

PS. White line is drawn on the border of blue line. Don't blindly trust the official VIX index (future volatility). Make sure to compare it with the actual current volatility.
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Put to Call ratio is correlated to VIX. Almost always.
This period is interesting, between 2018-2019. This is a period of discrepancy between the two.
So what happened in this period?
When the discrepancy between VIX and Put/Call started, it was the time when we officially missed the trendline back in the 2018 recession.
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