ok, so let assume I can predict the daily change in the VIX itself (in points) every day. what would be the best way to play this with OPTIONS? well, obviously VIX options, but if I can look at the VIX as the implied volatility of the S&P (?) can I now project from that on the change in Vega of the SPX options? so if my prediction tells me VIX is going down today, I should be able to make money by selling both call and put of the S&P (same strike and expiration) to maintain a Delta-neutral position, and being "short Vega", making money on the decline in the implied volatility of these options.

Am I right?