Volatility
ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 68.3%(moderate)
In this regime now (1d): 77 1d bars (77 days)
Times entered this regime (1d): 182
ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED) has entered Full Storm 182 times in historical data. At 180 bars, it went on to fall a median of 6.1% (mean +7.7%) — positive 43% of the time.
Confidence: High — Based on 178 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.