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 2026-06-05.
- 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
21.51
SPY Now
$737.55
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 |
|---|---|---|---|
| 2026-06-05 | 21.51 | 737.55 | |
| 2026-05-04 | 18.29 | 718.01 | 2.97 |
| 2026-04-20 | 18.87 | 708.72 | 0.91 |
| 2026-03-27 | 31.05 | 634.09 | 3.92 |
| 2026-03-26 | 27.44 | 645.09 | 1.66 |
| 2026-03-20 | 26.78 | 648.57 | -2.23 |
| 2026-03-18 | 25.09 | 659.63 | -0.43 |
| 2026-03-12 | 27.29 | 664.25 | -0.94 |
| 2026-03-06 | 29.49 | 670.55 | -1.50 |
| 2026-03-05 | 23.75 | 679.45 | -2.24 |
| 2026-03-03 | 23.57 | 678.48 | -0.46 |
| 2026-03-02 | 21.44 | 684.51 | -1.18 |
| 2026-02-23 | 21.01 | 680.53 | 0.58 |
| 2026-02-12 | 20.82 | 679.41 | 1.20 |
| 2026-02-05 | 21.77 | 675.77 | 0.54 |
Showing 15 of 200 rows — see the live version for all.