Post #197 by Pandrea on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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First post-port post!

Does anyone recall an old (probably from the mid-late 2000's) strategy, involving shorting SPX (via USPIX) when the normalized VIX is < 1 and the SPX's 200 day SMA is decreasing?

The means of normalizing the VIX was to divide the Opening Price by the 12-Month Average of the Closing Price, at least according to the notes I took. Reality check - Does that make sense or should it be the other way around?

Thanks in advance, P (previously known as Them)

PS - Many thanks to Manlobbi for this forum!

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