VIX Low Reset
VIX reset below 16 5 trading day(s) ago (now 15.40). Median 1 month forward: +2.1%. Volatility reset — historically a near-term equity tailwind.
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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 reset below 16 5 trading day(s) ago (now 15.40). Median 1 month forward: +2.1%. Volatility reset — historically a near-term equity tailwind.
Current VIX
15.40
Threshold
16
Reset Events
11
since 1993
1M Median
+2.1%
90% win
Days Since Reset
5
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 | 90 | 2.08 | 2.06 |
| 1M | 10 | 90 | 2.12 | 1.83 |
| 3M | 10 | 80 | 5.18 | 3.50 |
| 6M | 10 | 80 | 5.32 | 5.23 |