Vix Correlation with the indices is a risk off signal. Using a 90 day period, this correlation has built up with a high level. Looking at the last 3 years this has happened 4 times, each time before a major crash.
( I am also including the Sep 2020 crash, it did not go red but is still a valid signal IMO).
Yellow : FXI
Green : IWM
Purple : QQQ
Red : SPY
Blue : DIA
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.
( I am also including the Sep 2020 crash, it did not go red but is still a valid signal IMO).
Yellow : FXI
Green : IWM
Purple : QQQ
Red : SPY
Blue : DIA
Higher is higher risk.