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Sure-Fire Sign It’s Time to Buy Stocks
Feb. 8th, 2022 01:37 pmТоварищи из JPMorgan поделились.
Оказывается,
The buy signal is triggered when the Cboe Volatility Index (VIX) rises by more than 50% of its 1-month moving average, which it last did Jan. 25, according to the strategists led by Mislav Matejka. The indicator has proven 100% accurate outside of recessions over the last three decades.
Data show the VIX signal has been triggered 21 times since 1990, with the S&P 500 Index gaining an average 9% in the six months afterwards. Prior to January, the last time the indicator flashed was in November, since when stocks have fallen globally. Markets have remained choppy this week.
The only time a false signal was produced was during the 2008 Global Financial Crisis as the S&P Index was still down 33% six months later. (Но это наверное всего лишь исключение, которое только подтверждает правило.)
Оказывается,
The buy signal is triggered when the Cboe Volatility Index (VIX) rises by more than 50% of its 1-month moving average, which it last did Jan. 25, according to the strategists led by Mislav Matejka. The indicator has proven 100% accurate outside of recessions over the last three decades.
Data show the VIX signal has been triggered 21 times since 1990, with the S&P 500 Index gaining an average 9% in the six months afterwards. Prior to January, the last time the indicator flashed was in November, since when stocks have fallen globally. Markets have remained choppy this week.
The only time a false signal was produced was during the 2008 Global Financial Crisis as the S&P Index was still down 33% six months later. (Но это наверное всего лишь исключение, которое только подтверждает правило.)
