In today’s briefing:
- Cross-Asset Volatility: Flashing Red for Equities
Cross-Asset Volatility: Flashing Red for Equities
- The MOVE/VIX ratio has spiked again, surging to above 8, close to a level two standard deviations above average.
- Equities have underperformed Treasuries most of the time when the MOVE/VIX ratio exceeds 7.0.
- Should the VIX Index rise above 20 from here, the outlook for equities becomes even more unfavorable relative to Treasuries.
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