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Top Nasdaq Mean Reversion Strategy & Lowest C-VIX in 3 Years

The Chop II News E-mini Nasdaq trading system was the top trading system in yesterday's very narrow range. We seek strategies that can capture different market environments. We highlight the trading system signals for this strategy, signaling both long and short trades.

In this video we also quantify volatility with the C-VIX indicator or the Capstone VIX. We take a look at the number of turning points intra-day that make a 1/3% move. We have seen two days in a row of C-VIX equal to 0. There were no 1/3% moves from a turning point intra-day. There has never been more than two days in a row going back to 2007 where the CVIX was equal to zero.

During the 2008 Great Financial Crisis, the highest reading of 141 occurred in October 2008. When the pandemic started in March 2020, we saw a reading of 130. We are at extreme lows right now and counter trend strategies like Chop II News E-mini Nasdaq have the tendency to signal favorable trades during low volatility.

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