Subject: Old strategy, shorting SPX
First post-port post!

Does anyone recall an old (probably from the mid-late 2000's) strategy, involving shorting SPX (via USPIX) when the normalized VIX is < 1 and the SPX's 200 day SMA is decreasing?

The means of normalizing the VIX was to divide the Opening Price by the 12-Month Average of the Closing Price, at least according to the notes I took. Reality check - Does that make sense or should it be the other way around?

Thanks in advance, P (previously known as Them)

PS - Many thanks to Manlobbi for this forum!