Crisis Event Returns
VIX at 16.4 — below crisis threshold
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Reference table of historical crisis-bottom forward SPY returns vs current VIX.
- 6 signals since 2000-01-01.
- VIX at 16.4 — below crisis threshold
Current VIX
16.42
Crisis VIX Threshold
30
Reference Events
6
As of
2026-10-29
When to run this study
Run during periods of elevated VIX. The reference table shows forward SPY returns from past crisis lows — useful context when fear spikes and historical playbooks may apply.
Historical results
Crisis-Bottom Forward SPY Returns
| Event | Date | SPY | 1M | 3M | 6M | 1Y |
|---|---|---|---|---|---|---|
| Lehman | 2008-09-15 | 86.18 | -16.37 | -25.47 | -33.99 | -9.59 |
| COVID Bottom | 2020-03-23 | 203.91 | 25.19 | 39.94 | 47.89 | 77.50 |
| Powell Pivot Bottom | 2018-12-24 | 209.12 | 13.42 | 19.86 | 25.10 | 39.67 |
| US Downgrade | 2011-08-08 | 86.01 | 7.15 | 12.35 | 21.46 | 27.65 |
| China Devaluation | 2015-08-24 | 157.60 | 2.69 | 11.03 | 3.09 | 18.06 |
| CPI Bottom | 2022-10-12 | 338.54 | 10.69 | 11.84 | 16.65 | 22.92 |