VWSI at -6 when the VIX hits 16.35 -> short the VIX
This is my signal to go short the VIX. I'm starting with credit spreads: the June 15 / 17 calls and the June 16 / 18 calls.
This is my signal to go short the VIX. I'm starting with credit spreads: the June 15 / 17 calls and the June 16 / 18 calls.
Posted by Bill Luby at 9:44 AM
Labels: vertical credit spread, VWSI, VWSI of -6
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