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eric4x

09/08/15 4:08 AM

#7070 RE: eric4x #7069

VIX Futures Term Structure, recent charts, 150908.*

I have been copying this information from day to day, but not necessarily understanding it.*

Apparently, the big signal was the chart on Thursday, August 20. The September futures price of 17.13 was way below the current VIX close of the day, which was 18.90;*

Usually, the dashed line is below the futures prices, but suddenly here we see it above all of the futures prices.*

The next few days might have been somewhat predictable from this indicator, for those who knew what it meant at the time.*

In the image upload section it says: "Please resize your images before uploading for use in your posts, profiles, and signatures. Excessively large images are subject to removal."*

Unfortunately, they don't say how large is "excessively large," or how large is acceptable. It would be nice if they could give us a number for the appropriate file size.*

Another commenter posted an image of this VIX chart, and it was 87.9kb, so I am hoping that anything under 100kb will be OK.*

I have put the direct links at the top, and the charts below:

http://investorshub.advfn.com/uimage/uploads/2015/9/8/msqbj01_VIX_TERM_STRUCTURE_VIXCENTRAL_150904_FRIDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/iumgc02_VIX_TERM_STRUCTURE_VIXCENTRAL_150903_THURSDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/cjfje03_VIX_TERM_STRUCTURE_VIXCENTRAL_150902_WEDNESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/hrnwf04_VIX_TERM_STRUCTURE_VIXCENTRAL_150901_TUESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/fwbsc05_VIX_TERM_STRUCTURE_VIXCENTRAL_150831_MONDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/grlpz06_VIX_TERM_STRUCTURE_VIXCENTRAL_150828_FRIDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/xumps07_VIX_TERM_STRUCTURE_VIXCENTRAL_150827_THURSDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/vvcfs08_VIX_TERM_STRUCTURE_VIXCENTRAL_150826_WEDNESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/hjsmz09_VIX_TERM_STRUCTURE_VIXCENTRAL_150825_TUESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/frohy10_VIX_TERM_STRUCTURE_VIXCENTRAL_150824_MONDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/sledl11_VIX_TERM_STRUCTURE_VIXCENTRAL_150821_FRIDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/hjohm12_VIX_TERM_STRUCTURE_VIXCENTRAL_150820_THURSDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/zwuct13_VIX_TERM_STRUCTURE_VIXCENTRAL_150819_WEDNESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/qoudd14_VIX_TERM_STRUCTURE_VIXCENTRAL_150818_TUESDAY_small.jpg

http://investorshub.advfn.com/uimage/uploads/2015/9/8/lbsqk15_VIX_TERM_STRUCTURE_VIXCENTRAL_150817_MONDAY_small.jpg
--*





























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eric4x

10/19/15 7:56 AM

#7167 RE: eric4x #7069

Comparing UVXY and VIX highs and lows, 150116.*

Here is a list of numbers from a year ago, starting in late September 2014, and continuing to January 2015. (Prices at the bottom of the page).*

Although I have been following this for about 4 years, I am slow in compiling and analyzing the data. I would like to compare ALL of the numbers, but here I only have the numbers from last year. Last year might be a lot different from previous years, and it might not indicate anything about this year. But I am hoping to find at least seasonal patterns. The UVXY seemed to go down relentlessly starting in February, until it was reverse-split at 5 for 1. These UVXY numbers are the old ACTUAL NUMBERS from the time. If you look it up today, you'll see numbers that are off by a factor of 5.*

At the bottom of the list, you'll see the VIX dipping below 15, and UVXY dipping below $26. On October 3, 2014, the VIX dropped to 14.44, and UVXY dropped to $25.97.*

At the top of the list, you'll see the VIX above 23, and UVXY above $34. On January 16, 2015, the VIX rose to 23.43, and UVXY rose to $34.01.*

01/16/2015,,,34.01,,,,30.54,,,,,,23.43,,,20.95

10/03/2014,,,28.65,,,,25.97,,,,,,15.43,,,14.44

In other words, with all of the ups and downs in between, UVXY was actually higher in January than it was in October, over 3 months earlier.*

The fall or autumn pattern tends to be generally weak for the market, and good for UVXY or TVIX. The spring pattern tends to be generally strong for the market, and bad for UVXY or TVIX. (But again, these numbers are only for last year).*

It seems that a VIX number of about 12 or less is ALWAYS a good time to buy UVXY. The bottom last year at this time was on December 5, 2014, when the VIX dropped to 11.53, and UVXY dropped to $17.62; So, UVXY went up quite a bit from $25.97 to $34.01, but it CERTAINLY went up from $17.62 to $34.01;*

Averaging down from the lows of last October would have paid off even in January, but going all-in with the VIX under 12, or anywhere NEAR 12, would have been a sure-thing.*

01/16/2015,,,34.01,,,,30.54,,,,,,23.43,,,20.95

12/05/2014,,,18.55,,,,17.62,,,,,,12.28,,,11.53

11/26/2014,,,20.05,,,,19.18,,,,,,12.40,,,11.91
--*
Of course, the high in October 2014 was much higher, as the VIX reached 31.06 and UVXY reached $56.28 on October 15th and 16th. We can't expect this year to "match" last year in any particular detail, but it seems likely that UVXY prices would keep popping back up for a while yet, over the next few months.*

10/16/2014,,,56.28,,,,43.66,,,,,,29.41,,,24.61

10/15/2014,,,55.10,,,,44.00,,,,,,31.06,,,24.64

--*
DATE,,,,,,,,,,,UVXY,,,UVXY,,,,,VIX,,,,,,VIX

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

01/16/2015,,,34.01,,,,30.54,,,,,,23.43,,,20.95

01/15/2015,,,32.78,,,,29.19,,,,,,23.31,,,20.86

01/14/2015,,,33.00,,,,30.47,,,,,,23.34,,,21.32

01/13/2015,,,31.15,,,,26.02,,,,,,21.58,,,17.65

01/12/2015,,,29.36,,,,25.81,,,,,,20.44,,,18.02

01/09/2015,,,26.02,,,,23.24,,,,,,18.42,,,16.44

01/08/2015,,,25.36,,,,23.56,,,,,,18.09,,,16.99

01/07/2015,,,28.70,,,,26.47,,,,,,20.72,,,19.04

01/06/2015,,,31.20,,,,26.85,,,,,,22.90,,,19.52

01/05/2015,,,28.67,,,,25.45,,,,,,21.29,,,19.19

01/02/2015,,,27.22,,,,22.91,,,,,,20.14,,,17.05

12/31/2014,,,25.95,,,,21.35,,,,,,19.91,,,15.86

12/30/2014,,,21.94,,,,20.78,,,,,,16.20,,,15.48

12/29/2014,,,21.26,,,,20.38,,,,,,16.14,,,15.06

12/26/2014,,,21.05,,,,20.15,,,,,,14.84,,,14.13

12/24/2014,,,20.80,,,,20.22,,,,,,14.54,,,14.01

12/23/2014,,,21.70,,,,20.45,,,,,,15.21,,,14.32

12/22/2014,,,22.00,,,,20.70,,,,,,16.88,,,15.03

12/19/2014,,,23.87,,,,22.26,,,,,,17.20,,,16.11

12/18/2014,,,24.75,,,,22.30,,,,,,18.51,,,16.07

12/17/2014,,,32.28,,,,24.63,,,,,,24.61,,,19.26

12/16/2014,,,31.50,,,,25.42,,,,,,25.20,,,19.60

12/15/2014,,,31.00,,,,25.88,,,,,,24.83,,,17.77

12/12/2014,,,30.47,,,,26.64,,,,,,23.06,,,18.34

12/11/2014,,,27.31,,,,21.57,,,,,,20.13,,,15.94

12/10/2014,,,24.42,,,,20.70,,,,,,18.92,,,15.40

12/09/2014,,,22.38,,,,19.74,,,,,,16.68,,,15.12

12/08/2014,,,20.04,,,,17.87,,,,,,14.67,,,12.55

12/05/2014,,,18.55,,,,17.62,,,,,,12.28,,,11.53

12/04/2014,,,20.00,,,,18.50,,,,,,13.23,,,12.09

12/03/2014,,,19.31,,,,18.70,,,,,,12.88,,,12.21

12/02/2014,,,21.92,,,,19.47,,,,,,14.17,,,12.85

12/01/2014,,,22.40,,,,20.97,,,,,,14.75,,,13.94

11/28/2014,,,20.41,,,,19.18,,,,,,13.49,,,12.36

11/26/2014,,,20.05,,,,19.18,,,,,,12.40,,,11.91

11/25/2014,,,20.53,,,,19.81,,,,,,13.02,,,12.23

11/24/2014,,,20.94,,,,20.17,,,,,,13.02,,,12.43

11/21/2014,,,21.51,,,,20.68,,,,,,13.80,,,12.90

11/20/2014,,,23.40,,,,21.82,,,,,,15.74,,,13.58

11/19/2014,,,22.88,,,,21.78,,,,,,14.78,,,13.83

11/18/2014,,,21.96,,,,20.90,,,,,,13.99,,,13.13

11/17/2014,,,23.04,,,,21.75,,,,,,14.73,,,13.84

11/14/2014,,,23.25,,,,22.16,,,,,,14.15,,,13.31

11/13/2014,,,23.44,,,,21.28,,,,,,14.31,,,12.87

11/12/2014,,,22.25,,,,21.24,,,,,,13.76,,,12.99

11/11/2014,,,22.03,,,,20.76,,,,,,13.18,,,12.60

11/10/2014,,,22.85,,,,20.88,,,,,,13.25,,,12.38

11/07/2014,,,24.12,,,,22.86,,,,,,14.16,,,13.01

11/06/2014,,,25.53,,,,23.44,,,,,,15.08,,,13.67

11/05/2014,,,25.89,,,,24.61,,,,,,14.99,,,14.15

11/04/2014,,,27.75,,,,25.43,,,,,,15.93,,,14.83

11/03/2014,,,26.50,,,,24.80,,,,,,14.99,,,14.23

10/31/2014,,,25.98,,,,24.74,,,,,,14.83,,,13.72

10/30/2014,,,28.24,,,,25.40,,,,,,15.75,,,14.07

10/29/2014,,,27.80,,,,25.31,,,,,,16.28,,,14.19

10/28/2014,,,28.59,,,,25.50,,,,,,15.78,,,14.39

10/27/2014,,,32.25,,,,29.07,,,,,,17.87,,,16.00

10/24/2014,,,34.32,,,,29.80,,,,,,18.06,,,16.09

10/23/2014,,,32.00,,,,29.10,,,,,,17.06,,,15.68

10/22/2014,,,35.03,,,,28.91,,,,,,18.43,,,15.56

10/21/2014,,,33.30,,,,29.82,,,,,,17.75,,,16.03

10/20/2014,,,42.87,,,,35.33,,,,,,22.16,,,18.51

10/17/2014,,,43.83,,,,38.07,,,,,,23.08,,,20.23

10/16/2014,,,56.28,,,,43.66,,,,,,29.41,,,24.61

10/15/2014,,,55.10,,,,44.00,,,,,,31.06,,,24.64

10/14/2014,,,47.14,,,,37.91,,,,,,24.55,,,21.48

10/13/2014,,,45.50,,,,34.95,,,,,,24.64,,,20.52

10/10/2014,,,37.65,,,,29.72,,,,,,22.06,,,18.14

10/09/2014,,,30.81,,,,26.30,,,,,,19.38,,,15.34

10/08/2014,,,32.19,,,,25.80,,,,,,18.03,,,14.97

10/07/2014,,,31.38,,,,28.54,,,,,,17.46,,,15.97

10/06/2014,,,27.69,,,,24.85,,,,,,15.77,,,14.05

10/03/2014,,,28.65,,,,25.97,,,,,,15.43,,,14.44

10/02/2014,,,33.04,,,,29.17,,,,,,17.98,,,15.90

10/01/2014,,,32.48,,,,29.52,,,,,,17.56,,,16.08

09/30/2014,,,30.10,,,,28.00,,,,,,16.43,,,15.18

09/29/2014,,,29.84,,,,27.55,,,,,,17.08,,,15.45