tasty Extras - February 19, 2021 - The Streak of Bids in Volatility
We are on trading day 247 of having the VIX close above 20. This is the second longest streak of “over 20” VIX closes since 1989, with the longest being in 2008/09.
There have been just 197 “streaks” since 1989 (VIX closed above 20 at least 2 days in a row) and over 70% of them lasted just 5 days or less.
Find out how to incorporate this information into a trading portfolio.