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: 29.0%(low)
In this regime now (1d): 15 1d bars (15 days)
Times entered this regime (1d): 184
ICE BofA MOVE Index (Yahoo Finance ^MOVE; not available on FRED) has entered Full Storm 184 times in historical data. At 180 bars, it went on to fall a median of 6.1% (mean +7.5%) — positive 43% of the time.
Confidence: High — Based on 180 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.