VIX Crash Signal
Median 1M return: +1.8%, 68% win rate.
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VIX drops >=25% from rolling 20D peak — high-conviction dip-buy setup.
- 153 signals since 1995-01-01.
- Median 1M return: +1.8%, 68% win rate.
- VIX off peak by 17.9% — approaching crash threshold. Median 1 month forward: +1.8%. In bullish normal trend regime: 69% win rate over 78 events.
VIX
16.42
20D Peak VIX
19.99
Drop from Peak
-17.86%
SPY from ATH
-1.23%
Days Since Trigger
59
Last Trigger
2026-08-06
As of
2026-10-29
When to run this study
Run after sharp VIX collapses from elevated readings. A >=25% one-day VIX crash from a recent peak historically marks high-conviction dip-buying moments — fear unwinding fast.
Historical results
VIX Crash Events (153)
| Date | VIX | Peak | Drop % | SPY | 1W | 2W | 1M | 3M | 6M |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-06 | 15.15 | 20.66 | -26.67 | 766.66 | 1.21 | -0.78 | 0.21 | ||
| 2026-06-15 | 16.20 | 22.22 | -27.09 | 751.03 | -2.56 | -0.81 | -0.29 | 0.60 | |
| 2026-04-08 | 21.04 | 31.05 | -32.24 | 672.60 | 3.54 | 5.21 | 8.22 | 11.48 | 15.55 |
| 2025-11-25 | 18.56 | 26.42 | -29.75 | 667.82 | 1.31 | 1.86 | 2.57 | 1.93 | 12.71 |
| 2025-10-20 | 18.23 | 25.31 | -27.97 | 664.13 | 2.08 | 1.79 | -1.67 | 2.40 | 6.55 |
| 2025-08-08 | 15.15 | 20.38 | -25.66 | 628.64 | 0.98 | 1.28 | 2.06 | 5.49 | 9.53 |
| 2025-07-09 | 15.94 | 21.60 | -26.20 | 615.69 | 0.03 | 1.63 | 1.31 | 7.52 | 11.13 |
| 2025-05-16 | 17.24 | 33.82 | -49.02 | 584.50 | -2.54 | -0.25 | 0.56 | 8.58 | 13.73 |
| 2025-04-16 | 32.64 | 52.33 | -37.63 | 517.08 | 4 | 6.24 | 13.04 | 19.74 | 26.40 |
| 2025-03-17 | 20.51 | 27.86 | -26.38 | 556.22 | 1.53 | -1.07 | -7.04 | 5.67 | 16.92 |
| 2025-01-08 | 17.70 | 27.62 | -35.92 | 578.13 | 0.36 | 3.13 | 2.61 | -9.15 | 6.17 |
| 2024-12-06 | 12.77 | 17.16 | -25.58 | 594.10 | -0.59 | -2.41 | -2.69 | -7.74 | -0.03 |
| 2024-11-06 | 16.27 | 23.16 | -29.75 | 577.71 | 1.04 | -0.09 | 2.84 | 2.68 | -0.08 |
| 2024-09-13 | 16.56 | 22.38 | -26.01 | 547.65 | 1.42 | 2 | 4.29 | 7.86 | 0.47 |
| 2024-08-09 | 20.37 | 27.85 | -26.86 | 519.37 | 4 | 5.47 | 2.96 | 12.09 | 14.30 |
Showing 15 of 153 rows — see the live version for all.