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这很有趣:
历史上,当波动率指数VIX跃升至28.7点以上时,标普500指数在接下来的12个月内通常会带来强劲回报。
在VIX处于28.7至33.5区间时,1991年至2022年间,该指数在接下来一年平均回报为+16%。
当VIX超过33.5时,平均12个月回报高达+27%。
相比之下,当VIX在11.3至12.0之间交易时,#S&P 500在接下来一年回报为+15%。
VIX高企的时期历史上通常创造了买入机会
#股票
$NVDAX $GOOGLX $MSFTON