Found something that looks far too good to be true. Must have wired something wrong. Would one of the crunchers please have a look. Calculate 50 period bollinger bands for the vix at 1 std dev. If today's vix > high bollinger band buy S&P at close, exit next close. Done in S&P points, cash index since '94. Vix data is NEW method from cboe.com. I refit the dates to match the s&p dates. Record: 38-3 (93%) Avg Win: 11.77 Avg Loss: -2.56 Avg Move: 10.72 Std Dev: 11.02 T Stat: 6.23 The reason I checked this was from recent discussions on the list mentioning that it is roughly a 30 day predictor of volatility. I figured that a moving average at double that length should give some information. If correct, this seems to fit the theory that a sharp spike up in vix is highly bullish for stocks. Best, Andrew Moe Data sets available for both vix & sp.