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VIX 2025-06-10

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Symbol

VIX

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Technical Report

----VIX Summary as of 2025-06-10----

Current VIX: 17.16, VIX percentile in the past 200 days: 38.0%

Z-score (5 days): -0.60

Z-score (20 days): -1.10

VIX9D: 15.38

VIX9D > VIX: False

---UVXY Performance Summary----

Current UVXY: 20.31, UVXY percentile in the past 90 days: 3.28%

5D % Change: 3.9

5D Volatility (%): 6.24

RSI (14): 47.83

Above 5-day MA: False

Volume Spike Ratio: 1.34

Today

2025-06-10

Final Report

Analysis of Current Market Conditions (2025-06-10)

  1. VIX Metrics:

  • Current VIX: 17.16 (38th percentile over past 200 days).

  • VIX is below its 9-day counterpart (VIX9D: 15.38), suggesting no immediate upward pressure.

  • Negative Z-scores (-0.60 for 5D, -1.10 for 20D) indicate VIX is below recent averages, signaling subdued volatility expectations.

  1. UVXY Metrics:

  • Price: $20.31 (3.28th percentile over past 90 days – near historic lows).

  • RSI (14): 47.83 (neutral, no overbought/oversold signal).

  • Volume spike ratio: 1.34 (moderate interest but not extreme).

  1. Historical Performance:

  • For VIX in the 30-39.9 percentile range (current scenario):

  • 60% chance of profit, averaging 2.33 days to reach profit.

  • Average max profit: 10.43%.

  • For VIX values between 16.01-18:

  • 59.26% chance of profit, averaging 2.13 days to profit.

  • Average max profit: 9.72%.

Investment Recommendation

Decision: Cautious Entry with Limited Allocation

  • Probability of Success: Moderate (~60% based on VIX percentile and value brackets).

  • Risk/Reward: Average profit potential is ~10%, but stop-loss (5%) must be enforced.

Action Plan:

  1. Allocation:

  • 5-10% of total capital (due to moderate probability and low UVXY percentile).

  • Entry price: $20.31 or lower (current price is already near 90D lows).

  1. Profit Targets:

  • Primary: 10% gain ($22.34).

  • Secondary: 15% gain ($23.36) if volatility spikes unexpectedly.

  1. Stop-Loss:
  • 5% below entry ($19.29) to limit downside.
  1. Time Horizon:
  • Expect to hold for 2-5 days (historical avg. days to profit).
  1. Additional Notes:

  • Monitor VIX9D vs. VIX crossover for confirmation of upward momentum.

  • Watch for volume spikes (>1.5x) or RSI breaking above 50 for added confidence.

Key Risks

  • False Signal Risk: VIX may remain suppressed if markets stay calm.

  • Decay Effect: UVXY suffers from contango; prolonged holds are risky.

  • Macro Triggers Needed: Requires a volatility catalyst (e.g., economic data, geopolitical events).

Conclusion: A small, tactical allocation to UVXY is justified here, but strict risk management is essential.