Markets/^MOVE

Volatility

^MOVE

$77.88Closed

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

Session

Open
$75.32
High
$77.88
Low
$75.32
Close
$77.88

Change

Chg
$0.00
% Chg
+0.00%

Prior

Prev close
$77.88

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: 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: HighBased 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.

5 bars47%positiven=184
10 bars47%positiven=184
21 bars38%positiven=183
30 bars37%positiven=182
90 bars42%positiven=182
180 bars43%positiven=180