Afternoon Update -Another ABI Signal

I didn’t think we’d get anything juicey today in terms of price action due to options expiration –the largest September op-ex on record– and the typical price-pinning, dealer dynamics, etc. However, we did get more signals, including: SPX/VIX 10-DAY POSITIVE CORRELATION; SPX/VVIX 60-DAY POSITIVE CORRELATION, AND A 6TH CONSECUTIVE ABI SIGNAL, CURNELT YAT AN EVEN LOWER…