Volatility
ProShares Short VIX Short-Term Futures ETF
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Thin IceMarket stress: 54.8%(moderate)
In this regime now (1d): 2 1d bars (2 days)
Times entered this regime (1d): 43
ProShares Short VIX Short-Term Futures ETF has entered Thin Ice 43 times in historical data. At 180 bars, it went on to rise a median of 5.9% (mean +13.5%) — positive 56% of the time.
Confidence: Moderate — Based on 39 historical occurrences at the 180-bar horizon.
At 180 bars: median +5.9% · negative 44% of the time · worst case -89.1%
Watch for: historically, ProShares Short VIX Short-Term Futures ETF exited Thin Ice within 10 bars in 78% of cases — most commonly transitioning toward Full Storm.