已更新
SPY VVIX VIX Buy Hold Sell System
Following changes are made:
DEFEND = BLUE (table)
Keeps SELL = RED (aggressive exit)
DEFEND now visually = risk management mode
DEFEND = BLUE (table)
Keeps SELL = RED (aggressive exit)
DEFEND now visually = risk management mode
發行說明
NetJay SPY VVIX VIX Buy Hold Sell SystemThis indicator is a SPY market-regime system that combines SPY trend, price structure, VVIX, and VIX to generate BUY, HOLD, and SELL / DEFEND signals.
The script is designed to identify when market conditions favor long exposure, when existing positions should be held, and when traders should reduce risk or hedge.
Core Inputs:
- SPY price trend using a 50-period EMA
- Range Filter to confirm bullish or bearish price structure
- VVIX to measure volatility-of-volatility risk
- VIX to confirm broader market fear
- VVIX caution, danger, and panic levels
Signal Meaning:
BUY:
The system identifies a bullish SPY trend, bullish range structure, calm volatility conditions, and falling VVIX. This suggests risk is declining and market structure supports long exposure.
HOLD:
The system remains bullish or stable, and no panic-risk condition is detected. This indicates that an existing long position may be maintained.
SELL / DEFEND:
The system detects panic risk, rising VVIX and VIX, elevated VVIX danger conditions, or bearish SPY structure. This suggests reducing exposure, exiting, or hedging.
Color Guide:
- Green = BUY / Go long
- Yellow = HOLD / Keep position
- Red = SELL / Exit or reduce
- Blue = DEFEND / Hedge or protect
Purpose:
This script is intended as a risk-management and market-regime overlay for SPY trading, covered calls, collars, synthetic long positions, and broader portfolio protection.
It is not financial advice. Traders should use it with their own risk management, position sizing, and confirmation process.
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