Saturday, January 10, 2015

2015.01.09 VIX Cycle Model Chart

2015.01.09 VIX Cycle Model Chart

















The VIX cycle model, while it does not capture short-term spikes in VIX seems to have predicted a smoothed rise in VIX beginning in the third quarter of 2014. The Z-score approaching +2 sigma suggests continued pressure for rising values through 2015. It may be a coincidence, but the VIX curve now parallels the silver price pseudocycles which also emerged for 2015.  A previous iteration of the model is shown below and here on the blog. I would also note that comparing and contrasting the two charts, one can see that timing of longer-term directional change is better predicted than price magnitude.

2014.09.12 VIX Cycle Model Chart

Tuesday, January 6, 2015

2015.01.06 Silver Cycle Model Chart

2015.01.06 Silver Cycle Model Chart


















The silver cycle model suggests a rising price with a maximum before Spring Equinox in 2015.  The pseudo-cyclical structure continues to emerge.  A previous iteration of the model is shown below and here.



2014.10.31 Silver Cycle Model Chart