At the time of your post, the consecutive 2% moves already happened. The volatility already rose. Your regression analysis "predicted" that it's going to rise this week- re: your posts earlier this week keep hammering that pt. And volatility is DOWN this week compare to LAST week rather you are from planet Mars or not. What's the R square on your regression? And which metric do you use if you don't use VIX? If you don't trade VIX futures/option as volatility play on the market, what do you trade? Selling straddle on SPX option I suppose? Or do you call up GS desk and do a vol swap?
As short as James Stock/thorny/ghosty has claimed to be (top call after top call after top call...) for months and months and months... Did he lose a "figure" or two from da Fund? Just kidding thorny! You know we luv ya! Good trading to all.