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Re: eric4x post# 8206

Monday, 06/13/2016 2:51:13 AM

Monday, June 13, 2016 2:51:13 AM

Post# of 29818
My analysis of recent VIX numbers and UVXY.*

Referring to the recently posted list of prices:

http://investorshub.advfn.com/boards/read_msg.aspx?message_id=123250520

I treat the VIX as a "number" rather than as a price, since it is not available to us for retail trading.*
--*
June 3 to June 10:

When the VIX reached a low of 12.90, UVXY reached a new low of $9.86; (My buy limit of $10 was reached).*

When the VIX reached a low of 12.72, UVXY reached a new low of $9.35;*

But then the VIX went up to 17.33, and UVXY went up to $12.21; (My sell limit of $12 was reached).*

The move from $9.35 to $12.21 is an increase of 30.6%. My gain from $10 to $12 was 20%.*

The move from 12.72 to 17.33 is an increase of 36.2%. (There is not a definite correlation between these two, but this can be used as one data set).*
--*
April 19 to April 29:

Previously, when the VIX reached a low of 12.98, UVXY reached a low of $14.70; (My $15 buy limit was reached). Then the next day the VIX dropped to 12.50, but the UVXY low was up to $14.90;*

The VIX went up to 17.09, and UVXY went up to $18.50; (I set a sell limit which was too high, so I missed it).*

The move from $14.70 to $18.50 is an increase of 25.9%. The move from 12.50 to 17.09 is an increase of 36.7%.*
--*
05/27/2016,,,11.39,,,,10.84,,,,,,13.76,,,13.04

When the VIX recently dropped to 13.04, UVXY reached $10.84; This would have given a very small gain.*
--*
April 1 to April 7:

On April 1, the VIX number dropped to 13 exactly, and UVXY dropped to $17.97 on April 4. On April 7, the VIX number went up to 16.77, and UVXY went up to $22.93.*

The move from $17.97 to $22.93 is an increase of 27.6%. The move from 13 to 16.77 is an increase of 29%.*

--*
CONCLUSION:

There seems to be a point at which the VIX number hits bottom, and pops up quite a bit shortly afterward. This year, that point seems to be below 13. If it's any higher than 13, then it doesn't pop up noticeably.*

The critical VIX number which represents the low point is usually lower in other years than it is this year. But in any case, there does seem to be a critical bottom point, which almost guarantees a big pop up. Recently, the VIX has jumped from 13 or less to 16.77 or more, three times.*

The trick is that the bottom turning point is not exact, and it can easily change.*
--*

DATE,,,,,,,,,,,UVXY,,,UVXY,,,,,, VIX,,,,,,VIX

,,,,,,,,,,,,,,,,,,,,,HIGH,,,,LOW,,,,,,,HIGH,,,LOW

06/10/2016,,,12.21,,,,11.04,,,,,,17.33,,,14.85

06/09/2016,,,10.50,,,,10.02,,,,,,14.85,,,13.99

06/08/2016,,,10.09,,,,,,9.58,,,,,,14.27,,,13.70

06/07/2016,,,,,9.79,,,,,,9.35,,,,,,14.05,,,12.72

06/06/2016,,,10.24,,,,,,9.65,,,,,,14.27,,,13.42
--*
06/03/2016,,,11.02,,,,,,9.86,,,,,,14.66,,,12.90
--*
--*
--*
05/06/2016,,,16.92,,,,15.16,,,,,,16.58,,,14.71

05/05/2016,,,17.29,,,,16.00,,,,,,16.45,,,15.22

05/04/2016,,,17.53,,,,16.54,,,,,,16.85,,,15.39

05/03/2016,,,16.99,,,,15.79,,,,,,16.42,,,14.91

05/02/2016,,,16.74,,,,14.69,,,,,,16.50,,,14.48
--*
04/29/2016,,,18.50,,,,16.01,,,,,,17.09,,,14.91

04/28/2016,,,16.19,,,,13.79,,,,,,15.61,,,13.30

04/27/2016,,,15.79,,,,14.01,,,,,,14.95,,,13.50

04/26/2016,,,15.71,,,,15.00,,,,,,14.43,,,13.66

04/25/2016,,,16.60,,,,15.75,,,,,,14.76,,,13.86
--*
04/22/2016,,,16.78,,,,15.39,,,,,,14.19,,,13.15

04/21/2016,,,16.84,,,,15.83,,,,,,14.14,,,13.16

04/20/2016,,,15.94,,,,14.90,,,,,,13.50,,,12.50

04/19/2016,,,16.27,,,,14.70,,,,,,13.88,,,12.98
--*
--*
--*
04/07/2016,,,22.93,,,,19.23,,,,,,16.77,,,14.68

04/06/2016,,,21.54,,,,18.58,,,,,,15.98,,,14.00

04/05/2016,,,21.58,,,,20.12,,,,,,15.72,,,14.93

04/04/2016,,,19.32,,,,17.97,,,,,,14.24,,,13.66
--*
04/01/2016,,,20.83,,,,18.11,,,,,,15.28,,,13.00
--*

A small gain is better than a big loss.*