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Monday, March 12, 2012

VIX & VIX Futures Undervalued

VIX is now below all three FVE indicators.  VIX Futures is also 12% below FVE Futures indicator, which is highly unusual.  There are 8 days until VIX expiration and the risk would be that VIX Futures continues to fall rather than VIX rise.  But probability favors being long now.

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