VXX Pulsar Signals

  • Time Frame: Short Term
  • Update Schedule: Every Morning at 7am. 
  • Source: OPTiON-i Cybernetics

Construction:

The VXX Pulsar is a unique innovation that allows subscribers to see, in one quick glance, an ensembled view of some of the most statistically significant indicators for VXX future returns. When the VXX Puslar is at or near its 2nd percentile ranking (red line) traders should be positioning for weaker future returns and when the Pulsar is nearing its 98th percentile ranking (green line) traders should be positioning for stronger future returns in VXX.

The inputs to Pulsar:

  • VX2 Weight % for the Day for VXX
  • Contango/Bakcwardation Percentile
  • VX2-1 Steep/Flat
  • % S&P 1500 RSI 14-day < 30
  • SPY Liquidity Premium
  • ISE Call/Put Ratio
  • SPY McClellan Summation Index
  • VX2-Spot
  • Contango/Backwardation 5-day Average
  • Contango/Backwadation Signal
  • SPY Breadth (% > 200 Day Avg)
  • VX 1-2
  • VX1
  • Volatility of VIX
  • Avg VX2-Spot
  • VX1 10D Std Dev
  • VVIV – VIX
  • Rydex Beta Chase Index
  • Total Put/Call Ratio
  • Contango/Backwardation 5-day Signal Average
  • Volatility Skew
  • VIX/VXV
  • VX2 10D Std Dev
  • VX1-Spot
  • VX2
  • VX1 Weight $ for the Day for VXX
  • Conttango/Backwardation Points
  • Short Model Score
  • VIX 10D Std Dev
  • VX1-Spot
  • % Showing Excess Optimism-Pessimism Spread
  • VX1 Weight % for the Day for VXX
  • OEX Determination Index
  • Bond Model Score
  • VXX
  • Contango/Bakcwardation 5-day Percentile
  • Volatility of VIX Purified
  • % S&P 1500 RSI 14-day > 70
  • Smart Money / Dumb Money Confidence Spread
  • VX2-VX1
  • VX2 Weight $ for the Day for VXX
  • Stock/Bond Ratio
  • VIX/VXV Percenitle
  • Average of VX4-VX7