Markets/^MOVE

Volatility

^MOVE

$101.10Closed

ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED)

Session

Open
$99.31
High
$101.11
Low
$97.59
Close
$101.10

Change

Chg
$0.00
% Chg
+0.00%

Prior

Prev close
$101.10

52-week

Low
$55.77
High
$115.02
Range
$55.77 - $115.02

Regime historical context

Historically, what happened when this symbol entered its current regime,

15m1h4h

Regime (1d)

Full Storm

Market stress: 75.2%(elevated)

In this regime now (1d): 8 1d bars (8 days)

Times entered this regime (1d): 187

ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED) has entered Full Storm 187 times in historical data. At 180 bars, it went on to fall a median of 6.1% (mean +7.6%) — positive 44% of the time.

Confidence: High — Based on 181 historical occurrences at the 180-bar horizon.

At 180 bars: median -6.1% · more often negative than positive · worst case -55.7%

Watch for: historically, ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED) tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.

5 bars47%positiven=187
10 bars48%positiven=186
21 bars39%positiven=185
30 bars38%positiven=184
90 bars42%positiven=182
180 bars44%positiven=181