Volatility
ProShares Ultra VIX Short-Term Futures ETF
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 47.6%(moderate)
In this regime now (1d): 85 1d bars (85 days)
Times entered this regime (1d): 30
ProShares Ultra VIX Short-Term Futures ETF has entered Full Storm 30 times in historical data. At 30 bars, it went on to fall a median of 26.1% (mean -16.2%) — positive 20% of the time.
Confidence: Moderate — Based on 30 historical occurrences at the 30-bar horizon.
At 30 bars: median -26.1% · predominantly negative — positive only 20% of the time · worst case -58.6%
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.