SPX Vs DIX 2020 follow-up

I have started to follow-up the Dark Index Vs SPX, as one of the indicators I follow during the decisions. Right now it’s in test mode, as I have to learn about what happens and see if I can build some type of correlation that contributes in a positive way to my trading actions.

So, let’s start.

First chart (January 1st – April 30st)

When DIX is up, it’s assumed the whales are buying in a silent way. Some trends:

  • February 27th
  • March 24th


I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to see in deep.

I added Volatility Index (^VIX) to a chart, but the figure was so bad. I did “1 minus VIX” and added to the chart, so you can see what happened:

I have to find if this type of correlation is repeated from time to time or if it is something that just happened this time.

Let’s see other years

I checked the same period but in 2015. This was the result:

I checked the same period but in 2016. This was the result:


No relevant conclusion