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Volatility Closing In On A Bottom Or Ready To Drop?

Published 04/10/2019, 12:02 AM
Updated 07/09/2023, 06:32 AM
VXX
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A Tale of Two Quarters

After a wild and volatile final quarter in 2018, volatility instruments across the board have seen their levels continue to decline into the end of the first quarter in 2019.

VXXB has witnessed a decline of over 45% since the highs that were struck in December and into the most recent lows. This 45% move has not come in a straight line as we have seen several strong upward moves during the decline. None of these moves have seen much follow-through however and merely ended up being corrective waves in a much more significant drop to lower levels.

More recently the 28 area has acted as a relatively strong level of support over the past several weeks as we have seen several tests of this level all of which have so far held. Whether this 28 level will end up holding in the near-term should help give us some further guidance as to where VXXB and volatility, in general, will be heading in the weeks ahead.

News About The News

I have heard a lot about China this past week and many are saying that once China and the US sign the trade deal the market will finally be able to move higher. People seem to be so desperate for news that this week there was a headline that stated there was possibly going to be an announcement coming to announce when there would be another summit meeting. This headline was quickly retracted and changed as it proved to be inaccurate. The point is however that there is such a vacuum of “news” that a possible announcement of an announcement of another meeting is making headlines in the financial press.

VXXB 60 Minute Chart

Of course, as we have seen this story before as it relates to news. It wasn’t so long ago that we were all told that if President Trump won the election the market would crash. Trump did win and the market did not crash as sentiment at the time was still quite positive. This positive sentiment caused the market to continue on its already very bullish path.

So whether the China trade deal announcement ends up being the perceived cause of a market move will largely depend on whether the market decides to move before that announcement is made or after market sentiment has already moved the market.

Upcoming Expectations Confirmation Still Lacking

As I noted above the 28 level has been providing reasonably strong support over the past few weeks but I am not viewing a break of that level as a death knell for VXXB. Breaking that 28 level would, however, open the door to VXXB once again re-visiting the lows that were struck back in September of last year at the 25.87 level.

As long as we do not see a sustained break of this 25.87 level then it leaves the door open to VXXB once again revisiting those highs that were struck back in December at the 52.15 level some time in the second quarter of 2019. We still do not have any confirmation of a bottom just yet so I would want to see VXXB move through the at least the 34.58 level to give us an initial signal that we may indeed be moving towards those higher levels.

So in the end, while I am still leaning towards VXXB closing in on a bottom until we see further confirmation I remain somewhat cautious here. Once that confirmation is indeed in place it should provide us with some tradeable setups to the upside on VXXB and volatility in general.

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