Markets/^MOVE

Volatility

^MOVE

$69.55Closed

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

Session

Open
$68.89
High
$69.55
Low
$68.89
Close
$69.55

Change

Chg
$0.66
% Chg
+0.96%

Prior

Prev close
$68.89

52-week

Low
$0.00
High
$115.02
Range
$0.00 - $115.02

Regime historical context

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

15m1h4h

Regime (1d)

Full Storm

Market 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: HighBased 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.

5 bars47%positiven=182
10 bars47%positiven=182
21 bars38%positiven=182
30 bars37%positiven=182
90 bars42%positiven=181
180 bars43%positiven=178