Some observations -
- Between May 2010 and March 2011 - 6 of the 50 highest draw downs in the 20 year history of VIX were recorded
- This includes the top 2 observations
- The same period recorded 4 of the top 13 longest drops in the VIX
The crowd is bullish stocks and metals and short the bond market.
Vol is telling us to be short stocks and metals.
Vol is also telling us to be long bonds.
Vol mkt is sending a deflationary signal.
- Between May 2010 and March 2011 - 6 of the 50 highest draw downs in the 20 year history of VIX were recorded
- This includes the top 2 observations
- The same period recorded 4 of the top 13 longest drops in the VIX
The crowd is bullish stocks and metals and short the bond market.
Vol is telling us to be short stocks and metals.
Vol is also telling us to be long bonds.
Vol mkt is sending a deflationary signal.
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