Volatility
ProShares VIX Short-Term Futures ETF
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 60.1%(moderate)
In this regime now (1d): 107 1d bars (107 days)
Times entered this regime (1d): 45
ProShares VIX Short-Term Futures ETF has entered Full Storm 45 times in historical data. At 180 bars, it went on to fall a median of 39.1% (mean -35.7%) — positive 9% of the time.
Confidence: Moderate — Based on 44 historical occurrences at the 180-bar horizon.
At 180 bars: median -39.1% · predominantly negative — positive only 9% 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.