Market Breadth Data******************************

Thursday, September 10, 2015

$VIX and the Outlook for Volatility

Periods of low volatility (blue shaded rectangles) have been followed in the past by periods of high volatility (clear rectangles) which suggests that high VIX readings are here to stay:

The yellow shaded rectangles replicate the duration of the last two high volatility periods.

PS. A week later, GS comes to a similar conclusion.
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