VIX Low Reset
VIX at 18.65; no fresh sub-16 reset (last 34 td ago)
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VIX closes below ~16 for the first time in months — a volatility-regime reset with historically strong near-term S&P 500 upside.
- 10 signals since 1993-01-01.
- VIX at 18.65; no fresh sub-16 reset (last 34 td ago)
Current VIX
18.65
Threshold
16
Reset Events
10
since 1993
1M Median
+1.2%
70% win
Days Since Reset
34
When to run this study
Run daily. Fires when the VIX closes below ~16 for the first time in months — a volatility-regime reset that has historically preceded near-term S&P 500 upside. Most useful coming off an elevated-vol stretch.
Historical results
Forward SPY returns after VIX low-reset events
| Window | N | Win% | Median | Mean |
|---|---|---|---|---|
| 3W | 10 | 80 | 1.86 | 1.19 |
| 1M | 10 | 70 | 1.17 | 0.83 |
| 3M | 9 | 66.70 | 5.32 | 3.10 |
| 6M | 9 | 77.80 | 5.31 | 4.85 |