VIX Intermediate-to-Long-Term Cycles
- VIX seasonality is bullish (for VIX) until Q4’26, as I showed a few days ago.
- The 6-month cycle below is an excellent fit to VIX price moves and aligns nicely with VIX seasonality.
- The 2nd figure shows the composite of the 6M cycle and 9M (Hurst nominal 40W) cycle, and the cycle picture remains about the same.
- Notice that VIX is sitting at the bottom on 6M and 9M cycle envelopes, from which it typically attempts a rebound to spike above the envelope.