June 12, 2023

Volatility Reports 6/13/23

Definitions allow us to talk about the same thing without confusion but a 20% recovery from 10/13/22 has little meaning without context.

Part of being a contrarian is finding the message in the market few others are hearing. In an exclusive study the data used is that of the profits achieved from programed selling of volatility premium. These programs are one of the methods used by institutional types to achieve better than average returns, aka alpha.

The featured chart of the S&P is running the %BB-VIX oscillator on that data stream to provide buy and sell levels on a short-term basis.

The red vertical lines highlight recent selling opportunities.

There are several reliable cycles that are tradable,

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