Key to the VIX: RVX/VIX Exhaustion vs. VIX and Stock Market

Since 2004, every time the bi-weekly RVX/VIX ratio's percent change from a year ago spiked above 20%, it accurately predicted when implied volatility and market volatility would spike, but with a lag. Check out this chart of RVX/VIX's YoY % Change versus the S&P 500 and VIX, which I collectively call The Key to the VIX Indicator.



Go to the Second Key to the VIX

(This FRED chart was reformatted on 11/17/2016.)