Stocks - Realized Volatility

http://en.wikipedia.org/wiki/VIX

30-day realized volatility, when slipping below 10 and stays there for at least 3 days, the S&P 500 rises 0.3% in the next month on average. Longer-term, the market recovers after that kind of volatility decrease. Over the course of a year after such a slump, the stock index rises 9.2% vs 7.4% on average.

@10 months ago
#investing