VIX Condition Optimizer
64 conditions passed 60% minimum win rate filter.
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Sweeps VIX streak/threshold combos for high-WR SPY entries; fires active when today matches a passing high-WR combo.
- Scanned 100 VIX streak conditions from 2005 to 2026-09-14.
- 64 conditions passed 60% minimum win rate filter.
- Best DROP condition: DOWN 5D >=4.0% — 100% win rate, +0.9% avg return (6 events).
- Best SPIKE condition: UP 5D >=3.5% — 100% win rate, +3.2% avg return (7 events).
- Best VIX drop condition: DOWN 5D >=4.0% — 100% win rate, +0.9% avg 5D return. Median 5D forward: +1.0%. Wait for confirmation before sizing in.
^VIX Now
17.10
SPY Now
$760.88
Regime
Above 200D MA
Conditions Tested
100
Passing Conditions
64
>= 60% win rate
When to run this study
Run as a discovery tool when volatility is elevated or regime is shifting. Use it to find which VIX streak patterns have historically produced reliable edges in SPY or other assets — then drill into the top results with the VIX cross-asset report.
Historical results
Historical Events for UP 1D >=7.0%
| Date | ^VIX | SPY | 5D Fwd |
|---|---|---|---|
| 2026-09-14 | 17.10 | 760.88 | |
| 2026-09-10 | 17.84 | 757.83 | |
| 2026-09-08 | 15.72 | 765.96 | |
| 2026-09-01 | 16.34 | 761.78 | 0.08 |
| 2026-08-20 | 16.01 | 762.60 | 1.11 |
| 2026-07-29 | 20.66 | 729.46 | 5.53 |
| 2026-07-23 | 18.70 | 738.18 | 0.48 |
| 2026-07-17 | 18.77 | 743.29 | -0.59 |
| 2026-07-13 | 17.16 | 749.17 | -0.95 |
| 2026-06-23 | 19.49 | 733.58 | 1.80 |
| 2026-06-17 | 18.44 | 739.06 | -0.64 |
| 2026-06-10 | 22.22 | 723.57 | 2.14 |
| 2026-06-05 | 21.51 | 735.65 | 0.57 |
| 2026-05-04 | 18.29 | 716.16 | 2.97 |
| 2026-04-20 | 18.87 | 706.90 | 0.91 |
Showing 15 of 200 rows — see the live version for all.