One thing has nothing to do with the other, but, variance is much higher (now) than when SPX was trading at ATH. To assume that the correlation is one is nuts. Don't take my word for it, look at the midpoint in the VTs or ask someone for a quote on a var-swap. My earlier comment related to the fact that you didn't realize that the jumps in ES are occurring simultaneous to the opening of the DAX cash market. I can't imagine trading index futures and not knowing that.
Now I see why your so upset, just remember your the one who poked your nose in someone else's business. Your shorts are under water. Why did you not post your stops. I know that might show everyone your a loser. Quote from atticus: Short ES at 14.00. Short GS 166.95; short GOOG 614.09; short AAPL 351.80; long ZBH1 118'05.
The VIX is not part of my strategy, frankly I feel sorry for anyone who might incorporate into theirs
Thankfully, as you know less about trading volatility than you do about index futures. However, you are quite adept at plagiarizing.
I wouldn't post positions if I were averse to scrutiny. I'll add that my win-rate is better than 3/4 on trades posted to this site (1:1 risk). I doubt anyone here has a better record.