Monday, March 8, 2010

More analysis of VIX "Top" Reversal


It isn't really the VIX top. It is more of of blip late in the course of a falling VIX (i.e. rising TNA). The VIX 1U (i.e. upper boundary of the VIX Price Channel) and Waldo TZA 6A (i.e. Prospective bottom for TZA) are frequently associated. TNA is still running, but can give out soon.

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