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本帖最后由 ctcld 于 2011-12-11 08:37 编辑
http://www.swing-trade-stocks.com/vix.html
Using The 10 Period Moving Average
The first one uses the 10 period moving average. You can see this moving average on the chart above. When the Vix gets 10% above the 10 period moving average, the S&P 500 will be selling off. It has reached an extreme and will be likely to reverse back to the upside.
You want to be looking for long setups because this has correctly predicted market direction nearly 70% of the time!
This is the opposite for short setups. Look for the Vix to get 10% below the 10 period moving average to look for short setups.
Using The RSI Indicator
The second one uses the RSI indicator.
When the RSI gets above 70 the Vix is overbought and the market is oversold. Look for long setups. When the RSI gets below 30 the Vix is oversold and the market is overbought. Look for short setups. I have marked the chart above in the RSI panel with green and red arrows to show you the long and short signals.
Remember that the Vix reversals are used to identify market extremes in the S&P 500. So in order for these signals to be significant, you will want to use them to trade this index itself (SPY) or find charts of stocks that look similar to the chart of the S&P 500.
These are just two of the Vix Reversals. You can find the rest of them in the book, Trading Connors Vix Reversals.
In this book you will find all of the reversals as well as back testing for each of them. This book is not cheap but it is well worth the money.
Once you start to learn the Vix reversals, and begin to see how often the market actually reverses when you get multiple signals all pointing in the same direction, you will realize just how valuable this knowledge is. You will also gain an enormous edge over other traders!
另一种读法：
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狗仔卡
发表于 2011-12-11 12:58 AM
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发表于 2011-12-11 01:29 AM
