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<DIV><FONT size=2>Aren't weekends fun. Ran across this speculative
strategies reference table in some option software and thought it might be
interesting to create a relative implied volatility indicator to categorize the
VIX in terms of the strategy table. The table has columns numbered from 1
to 10 and these correspond to the 10 to 100 levels on the Relative IV indicator
on the Debacle1.gif chart. The bottom plot is simply a 252 day +,- 2
historical standard deviation plot. So what we are comparing is Dow price,
252 day VIX relative volatility and 252 day historical +,- 2 standard
deviation. It will take a couple of more months to complete the picture
but the Relative volatility and MoCycle looks an awful lot like 1994, 1990
and 1987 debacles. It appears the setup is rather mature,</FONT></DIV>
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<DIV><FONT size=2>BobRoeske</FONT></DIV>
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