Get started
UnknownUnicorn2421992

VIX √12 = SPX anticipated 30 day move %

VIX/3.46410161514  
UnknownUnicorn2421992 Updated   
VIX/3.46410161514  
Beyond Technical Analysis SPX (S&P 500 Index) VIX CBOE Volatility Index DOW forecast UVXY XIV spdr SPDR S&P 500 ETF (SPY) djia
7
3
beyondta spx vix dow forecast uvxy xiv spdr spy djia
This is a commonly used calculation that many traders use, I believe it's also part of the CMT.

Comment:
Currently, according to the calculation we should expect a 5.8% move withing the next 30 days.

snapshot
Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.