Vol Dash & Volatility Dashboard User Guide
VIX curve signals
VIX curve signals measure the slope of “Fast”, “Medium” and “Slow” areas of the VIX futures curve. Numbers below 0 (Fast, Medium) or 1 (Slow) indicate price inversion, suggesting elevated hedging demand in that area of the curve.
VIX curve signals example. Source: TCM. Click for larger image
VIX Thrust Signal
VIX Thrust measures the performance of VIX futures versus the path implied by the recent shape of the VIX futures curve. Positive numbers indicate increasing demand for near-term equity hedges and vice versa.
VIX Thrust signal example. Source: TCM. Click for larger image
Portfolio Exposure History
Depending on VIX conditions, Tactical Beta and Tactical Q index exposure typically ranges from 80% to 120% and VIX exposure from 0% to 30%. Charts show the last 100 days of daily exposure of a sample account.
Tactical Beta daily exposure example. Source: TCM. Click for larger image
Tactical Q daily exposure example. Source: TCM. Click for larger image