When both SPX and VIX up on the day


Here's a simple back test on what had happened when both SPX and VIX are up on the day. Basically, in the recent bear market, if this kind of thing happens on Friday, the next week tends to close in red.

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14 Comments on "When both SPX and VIX up on the day"
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    March 15, 2009 at 7:22 pm
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    March 16, 2009 at 10:32 pm
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