Volatility
ProShares VIX Short-Term Futures ETF
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 42.4%(moderate)
In this regime now (1d): 75 1d bars (75 days)
Times entered this regime (1d): 49
ProShares VIX Short-Term Futures ETF has entered Full Storm 49 times in historical data. At 180 bars, it went on to fall a median of 36.7% (mean -31.2%) — positive 11% of the time.
Confidence: Moderate — Based on 46 historical occurrences at the 180-bar horizon.
At 180 bars: median -36.7% · predominantly negative — positive only 11% of the time · worst case -69.1%
Watch for: historically, ProShares 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.