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Strategies & Market Trends : CFZ E-Wiggle Workspace
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From: skinowski8/29/2025 3:42:20 PM
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Looks like Subu did the same study as Charlie Bilello - about what happens when VIX falls for 4 months. But, he cleaned it up a bit, taking out the overlapping periods. Only one year he shows 2 cases - in February and in December of 1998.

Results are analogous - strong, with 100% positive at 9 months.

Should be noticed that this was the first time when the signal happened in August - facing negative seasonality.

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