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 2026-07-20.
- 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
18.65
SPY Now
$742.09
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
All Passing Conditions (Win Rate >= 60%)
| Dir | Streak | Threshold | N | Win% | Avg Return | Median | Best | Worst | Avg MDD |
|---|---|---|---|---|---|---|---|---|---|
| UP | 5 | 3.50 | 7 | 100 | 3.25 | 3.37 | 4.30 | 1.50 | -1.03 |
| UP | 5 | 4 | 5 | 100 | 3.24 | 3.37 | 4.30 | 1.50 | -0.90 |
| DOWN | 5 | 4 | 6 | 100 | 0.90 | 0.99 | 1.70 | 0 | -0.20 |
| DOWN | 5 | 3.50 | 6 | 100 | 0.90 | 0.99 | 1.70 | 0 | -0.20 |
| UP | 5 | 1.50 | 16 | 93.80 | 2.30 | 3.08 | 5.50 | -7.20 | -0.80 |
| UP | 5 | 2 | 13 | 92.30 | 2.36 | 3.17 | 5.50 | -7.20 | -1.05 |
| UP | 5 | 2.50 | 12 | 91.70 | 2.48 | 3.27 | 5.50 | -7.20 | -1.14 |
| UP | 5 | 3 | 11 | 90.90 | 2.20 | 3.17 | 5.30 | -7.20 | -1.20 |
| UP | 4 | 4 | 13 | 84.60 | 1.57 | 1.47 | 4.30 | -4 | -1.66 |
| UP | 4 | 3.50 | 18 | 83.30 | 1.96 | 1.88 | 8.30 | -4 | -1.14 |
| DOWN | 4 | 6 | 6 | 83.30 | 0.77 | 1.11 | 2.90 | -2.80 | -0.46 |
| DOWN | 5 | 3 | 10 | 80 | 0.61 | 0.99 | 1.70 | -1.80 | -0.45 |
| UP | 4 | 3 | 26 | 76.90 | 1.24 | 1.39 | 8.30 | -7.60 | -1.46 |
| UP | 4 | 2.50 | 32 | 75 | 1.32 | 1.39 | 8.30 | -7.60 | -1.34 |
| UP | 4 | 2 | 40 | 75 | 1.09 | 1.29 | 8.30 | -7.60 | -1.24 |
Showing 15 of 64 rows — see the live version for all.