2011 crowded markets , page-54

Sera

One of the benefits of twitter, all the stats come through

A couple more from Jason G
(http://twitter.com/#!/sentimentrader)

When weekly $VIX closes < lower Bollinger Band, next 6 weeks VIX up 13/15 times, avg +22.7%. Median max loss -2.1%, median max gain +35.0%.
WIW stat du jour...the last 14 times S&P futes closed at 3mo high on opex, was down 11 times into month-end (incl 6/8 in Dec since '82).$$