Volatility
ProShares Ultra VIX Short-Term Futures ETF
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 57.3%(moderate)
In this regime now (1d): 3 1d bars (3 days)
Times entered this regime (1d): 32
ProShares Ultra VIX Short-Term Futures ETF has entered Full Storm 32 times in historical data. At 90 bars, it went on to fall a median of 55.8% (mean -43.0%) — positive 7% of the time.
Confidence: Moderate — Based on 30 historical occurrences at the 90-bar horizon.
At 90 bars: median -55.8% · predominantly negative — positive only 7% of the time · worst case -77.3%
Watch for: historically, ProShares Ultra VIX Short-Term Futures ETF tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.