VIX Volatility Model - Model switches to SELL on October 25, 2016
The VIX Volatility Model (VVM) has switched to a SELL. Price of XIV at the time email was sent: 41.41.
This means if the model was on a BUY signal, to sell any SELL signal related ETFs such as VXX, and buy ETFs such as XIV, etc (see list below).
ETFs List: When the model is on a SELL signal, Buy any of ZIV (less volatile apprx 0.5x), SVXY (1x), XIV (1x). The model thus believes the general markets will move higher thus volatility will decrease.
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