VIX Pulsar Signal

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

Construction:

The VIX 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 VIX future returns. When the VIX 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 VIX.

The inputs to Pulsar:

  • VIX Index
  • VX1-Spot Spread
  • VX2-VX1 Spread’,
  • VIX/VXV
  • VX1 10D Std Dev
  • VX2 10D Std Dev
  • CB Points
  • VIX-VOLI Spread
  • VX4-VX7 Spread
  • VX4 VX5 VX6 VX7 Average
  • VIX > VIX3M True or False Flag
  • VIX > VIX6M True or False Flag
  • SPX Realized 20 Day Volatility
  • SPX Realized 10 Day Volatility
  • VIX Less SPX Realized 20 day Volatility
  • VIX Less SPX Realized 10 day Volatility
  • VX1 Weight
  • VXX Thrust
  • SPY McClellan Summation Index
  • SPY Liquidity Premium
  • SPY Breadth (% > 200 Day Avg)
  • % Showing Excess Optimism-Pessimism Spread
  • Bond Optix
  • SPY Short Term Optix
  • Smart Money / Dumb Money Confidence Spread
  • ISE Call/Put Ratio
  • OEX Determination Index
  • Total Put/Call Ratio
  • Rydex Beta Chase Index
  • % S&P 1500 RSI 14-day > 70
  • % S&P 1500 RSI 14-day < 30
  • SKEW Index
  • Stock/Bond Ratio
  • VIX Index
  • VIX Purified
  • VIX Term Structure