VIX Low Reset
VIX at 16.42; no fresh sub-16 reset (last 107 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.
- 11 signals since 1993-01-01.
- VIX at 16.42; no fresh sub-16 reset (last 107 td ago)
Current VIX
16.42
Threshold
16
Reset Events
11
since 1993
1M Median
+2.0%
82% win
Days Since Reset
107
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 | 11 | 81.80 | 2.06 | 1.80 |
| 1M | 11 | 81.80 | 1.97 | 1.52 |
| 3M | 11 | 81.80 | 5.03 | 3.40 |
| 6M | 10 | 80 | 5.32 | 5.23 |