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VIX 2025-06-24

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Symbol

VIX

User Message

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Technical Report

----VIX Summary as of 2025-06-24----

Current VIX: 19.83, VIX percentile in the past 252 days: 64.33%

Z-score (5 days): -0.71

Z-score (20 days): 0.62

VIX9D: 17.92

VIX9D > VIX: False

---UVXY Performance Summary----

Current UVXY: 21.6, UVXY percentile in the past 90 days: 21.67%

5D % Change: 3.9

5D Volatility (%): 6.24

RSI (14): 47.83

Above 5-day MA: False

Volume Spike Ratio: 1.34

Final Report

Analysis of Current Market Conditions

  1. VIX Percentile (64.33%):

  • The VIX is currently in the 60-100 percentile range based on the past 252 days.

  • Historical data shows that in this range, only 29.23% of trades were profitable, with an average max profit of 15.03% and an average of 1.53 days to reach the profit target.

  • This suggests that buying UVXY at this percentile is historically less favorable, with a lower probability of success.

  1. VIX Value (19.83):

  • The VIX falls in the 18.01 - 20 range.

  • Historical data for this range shows 42.86% of trades were profitable, with an average max profit of 7.65% and an average of 1.92 days to reach the profit target.

  • This is slightly better than the percentile-based analysis but still not highly favorable.

  1. UVXY Metrics:

  • UVXY is at 21.6, which is in the 21.67% percentile over the past 90 days, indicating it is relatively low-priced historically.

  • The 5D % Change is +3.9%, and the RSI (14) is 47.83, which is neutral (neither overbought nor oversold).

  • The Volume Spike Ratio is 1.34, indicating slightly higher-than-average volume, but not extreme.

  1. Other Observations:

  • The VIX9D (17.92) is below the VIX (19.83), which suggests near-term volatility expectations are lower than current volatility. This is typically not a bullish sign for UVXY.

  • The Z-score (5 days) is -0.71, indicating the VIX is slightly below its recent 5-day mean, while the Z-score (20 days) is 0.62, indicating it is slightly above its 20-day mean. This is a mixed signal.

Decision and Allocation Advice

Given the historical data and current metrics:

  • The probability of a profitable trade is low to moderate (29.23% based on percentile, 42.86% based on VIX value).

  • The average max profit in similar historical conditions is 7.65% - 15.03%, but the success rate is not high.

  • UVXY is at a relatively low price (21.67% percentile), but the VIX is not in a strongly bullish setup for UVXY.

Recommendation:

  • Wait for a better entry point. The current VIX percentile and value do not provide a high-probability setup for buying UVXY.

  • If you still want to take a small position due to the low UVXY price:

  • Allocate no more than 5-10% of your capital (given the low probability of success).

  • Entry Price: Current price (~21.6) is acceptable, but consider waiting for a dip below 21 for better risk/reward.

  • Target Profit: Aim for 7-10% (e.g., ~23.1 - 23.8), given historical averages.

  • Stop Loss: Set at 5% below entry (~20.5) to limit downside.

Alternative Strategy:

  • Monitor for a drop in the VIX to lower percentiles (e.g., below 50%) or a spike in near-term volatility (VIX9D > VIX) for a higher-probability trade.

Summary:

  • Current VIX/UVXY setup is not highly favorable for buying UVXY.

  • If trading, keep the position small (5-10% of capital) and set tight stop-loss/profit targets.

  • Better opportunities may arise if the VIX drops further or if volatility expectations increase (VIX9D > VIX).