Vix Fix for June/July; Get one here
SEASONALITY OF VIX INDEX, including nearest dated FUTURES
LOWS during Low Volatility era: 2011 to Present:
BUY LOW
Date of Low Low to High Time Period fronm Low to High
2011 on 27.6.11 17 to 46 3 months
2012 on 20.9.12 14 to 22 3 months
2013 on 29.7.13 13 to 20 9 weeks
2014 on 7.7.14 11 to 26 3 months
2015 on 20.7.15 12.3 to 30 6 weeks
2016 0n 15.8.16 12 to 23 3 months
Lows out of 6: July x 3 = 50%, June, August and September once each.
100% probability (no such thing in markets! so 90%) that low will be in a 4 month window from June through to September.
Maximum time period from start to end of trade = 3 months (3 months' roll-overs too). A pattern is emerging.
BUT DON"T SELL THE HIGHS (unless you have good TA to stop you from doing so, but that's a moot point and will no doubt be debated)
Date of Vix index High from 2011 to present:
1.8.11
17.12.12
7.10.13
4.8.14 and 6.10.14
31.8.15
7.11.16
Highs out of 7: August x 2 = 33%, October x 3 = 50%, November x 1 and December x 1.
100% probability (so 90%) that the high will occur in 5 month time frame between August and December. A second pattern is emerging: ALL lows in 4 months of summer. All highs in final 5 months of each year.
6 rallies of 90% x 2, 50% x 2, 125% and 166%.
5 months of inaction (January to May)
7 months of potential action (June to December)
Minimum rise = 50%, maximum = 166%
Sucessive lower lows each year from 2015 on Vix and nearest dated futures contract at 12.3 in 2015, 12 in 2016 and likely 11.1 or close to in 20017 - in June or July with 66% probability.
Conclusion: Sell Vix from October/November if you can see a clear bottom (preferably a double bottom) on S and P forming at same point in time.
And buy Vix (ie reverse position) in June/July. Use the wind behind you at the right point in the year and you will do well. Set sail at the wrong time of year and your voyage is doomed before you even leave land. Please see preceeding comment for more detail.
FOR
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XAUUSD: Gold Spot: near term rally within medium term downtrendGold has broken down and should hit 1201 next week. But in very near term it's staging a minor rally within what is now developing into a medium term downtrend. Levels to watch today. PLEASE check CRB index comment if you trade Gold. It will help you understand and stay on the right side of the bigger picture...
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EUR/USD 60minHey Friends
We have a potential Gartley Pattern presenting itself on the; EUR/USD 60min chart that's at 1.06589 shorting opportunity. Remember if you engage to make sure you have smart stop looses and if you are taking profits know exactly where you take profits (even 2nd target positions).
Happy Trading
and remember NO Revenue Leakage my friends
Filtering out a false reversal points
Would like to share a very well confirmed with a time, way to filter out false reversal points for a good entry, with a very simple approach.
I have tried my best to place all the information on the chart.
Please feel free to ask me questions regarding subject.
Also please feek free to read an article on how to count option levels here:
marenno.com
Sincerely
FULL LIST OF LEVELS WITH VOLUME AND OPEN INTEREST FOR NEWS THIS REPORT IS IN TEXT ONLY. CHART DATA CONSISTS OF SESSION LEVELS COUNTED EARLIER, I HAVE PREPARED AN OPTION LEVELS TO SHARE WITH YOU, THAT CAN BE USED TO FILTER OUT LEVELS THAT YOU ARE USING IN YOUR ANALYSIS
Volume Put / Open Interest Put / Level
0 / 8 / 1.44928
0 / 20 / 1.43885
0 / 4500 / 1.41844
0 / 43 / 1.40845
0 / 91 / 1.39860
1 / 251 / 1.38889
0 / 387 / 1.37931
9 / 1426 / 1.36986
17 / 322 / 1.36054
808 / 1379 / 1.35134
6 / 474 / 1.34227
989 / 1383 / 1.33332
314 / 632 / 1.32448
295 / 1184 / 1.31575
87 / 1234 / 1.30713
38 / 807 / 1.29862
0 / 551 / 1.29020
0 / 223 / 1.28189
0 / 185 / 1.27369
0 / 301 / 1.26558
0 / 28 / 1.25757
0 / 4 / 1.24184
Volume Call / Open interest Call / Level
0 / 48 / 1.32464
31 / 142 / 1.31589
50 / 420 / 1.30726
131 / 813 / 1.29874
89 / 1437 / 1.29035
98 / 1481 / 1.28207
4 / 1133 / 1.27389
19 / 671 / 1.26583
7 / 566 / 1.25786
6 / 782 / 1.25000
0 / 324 / 1.24224
0 / 320 / 1.23457
0 / 260 / 1.22699
0 / 76 / 1.21951
0 / 50 / 1.21212
0 / 48 / 1.20482
0 / 7 / 1.19760
0 / 1 / 1.19048
0 / 4 / 1.18343
0 / 7 / 1.17647
0 / 24 / 1.16959
0 / 26 / 1.16279
0 / 17 / 1.14943
0 / 6 / 1.14286
0 / 4 / 1.13636
0 / 15 / 1.12360
FULL LIST OF LEVELS WITH VOLUME AND OPEN INTEREST FOR NEWS THIS REPORT IS IN TEXT ONLY. CHART DATA CONSISTS OF SESSION LEVELS COUNTED EARLIER, I HAVE PREPARED AN OPTION LEVELS TO SHARE WITH YOU, THAT CAN BE USED TO FILTER OUT LEVELS THAT YOU ARE USING IN YOUR ANALYSIS
Volume Call / Open interest Call / Level
0 / 628 / 1.32350
0 / 1257 / 1.32490
50 / 449 / 1.32650
15 / 519 / 1.32840
26 / 1071 / 1.33050
842 / 377 / 1.33280
425 / 1319 / 1.33530
40 / 959 / 1.33810
52 / 952 / 1.34100
133 / 521 / 1.34420
177 / 1924 / 1.34770
155 / 370 / 1.35140
241 / 1452 / 1.35530
146 / 487 / 1.35930
37 / 1152 / 1.36350
40 / 792 / 1.36780
124 / 477 / 1.37220
10 / 303 / 1.37680
70 / 420 / 1.38140
3 / 901 / 1.38610
177 / 591 / 1.40060
12 / 263 / 1.40550
15 / 300 / 1.41050
18 / 332 / 1.41540
0 / 245 / 1.44020
0 / 277 / 1.45020
0 / 242 / 1.48010
20 / 308 / 1.49010
0 / 335 / 1.49500
0 / 263 / 1.50000
0 / 205 / 1.51000
0 / 225 / 1.52000
0 / 213 / 1.54000
Volume Put / Open Interest Put / Level
0 / 222 / 1.15000
0 / 387 / 1.16000
20 / 341 / 1.22440
0 / 588 / 1.23420
41 / 202 / 1.23900
15 / 284 / 1.24380
3 / 558 / 1.24850
110 / 1015 / 1.25760
46 / 822 / 1.26200
38 / 638 / 1.26630
27 / 487 / 1.27050
57 / 1627 / 1.27460
179 / 598 / 1.27850
213 / 868 / 1.28220
145 / 2567 / 1.28580
146 / 1560 / 1.28920
129 / 277 / 1.29230
33 / 1444 / 1.29520
1380 / 628 / 1.29790
43 / 467 / 1.30040
15 / 504 / 1.30270
0 / 357 / 1.30470
5 / 348 / 1.30800
0 / 262 / 1.31050
0 / 365 / 1.31460
0 / 298 / 1.31510
0 / 215 / 1.31520
0 / 233 / 1.31540
0 / 225 / 1.31550
0 / 228 / 1.31560