Tuesday, March 24, 2009

When both SPX and VIX drops

Just for your reference, today both SPX and VIX dropped. This is rare especially because SPX dropped more than 1%. The following table illustrates how the market performed in the past when SPX dropped more than 1% while VIX also dropped on the same day. The statistics were collected on March 27, 2008, so there’s no data shows after March 27, 2008, but we all know what happened after March 27, 2008. So, if history repeats itself, seems like the market performs well in the coming week as well as the coming month.

BothVIXandSPXDown

Today’s report will come soon… This is just a snack. :-)

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4 comments:

  1. bokchoyMarch 24, 2009 at 10:54 PM

    Thank you Cobra Lao Da, can't access HT in China,but this site works well!

    bokchoy

    ReplyDelete
  2. AnonymousMarch 24, 2009 at 10:56 PM

    Phew, you got me worried there for a sec hehe. Thanks for posting the data, looking forward to the daily report :-)

    ReplyDelete
  3. AnonymousJune 17, 2009 at 8:58 PM

    but spx did not drop more than 1% today

    ReplyDelete
  4. AnonymousJune 17, 2009 at 11:22 PM

    Thanks a lot, Cobra, really appreciate.


    Amy

    ReplyDelete