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« August 20th Blogger Sentiment Poll | Main | Sector Trading Envelopes »

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Comments

Why were these VIX spikes not included in your study?
@ 102%
May 5, 2006...Vix close 11.62
June 14, 2006...Vix close 23.81
and by lowering the bar to 98%,
Feb 16, 2007...Vix close 10.02
March 5, 2007...Vix close 19.63

BZBtrader:
To find the spikes we ran a 20% filter on the VIX. This provided us with periods where the VIX went up at least 100%, without a decline of 20% on the way up. In effect, the "spikes" we list above are more or less straight up without a significant decline. Hope this clarifies.

--Cleve

the one Who controls the past controls the future; who controls the present controls the past.

Our environment, the world in which we live and work, is a mirror of our attitudes and expectations.

who controls the present controls the past.

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  • The Ticker Sense Blogger Sentiment Poll is a survey of the web's most prominent investment bloggers, asking "What is your outlook on the S&P 500 for the next 30 days?" Conducted on a weekly basis, the poll is sent to participants each Thursday, and the results are released on Ticker Sense each Monday. The goal of this poll is to gain a consensus view on the market from the top investment bloggers -- a community that continues to grow as a valued source of investment insight. © Copyright 2014 Ticker Sense Blogger Sentiment Poll

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