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VIX 2025-06-24 Intra Day

Created on

Symbol

VIX

User Message

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Technical Report

----VIX Summary as of 2025-06-25----

Current VIX: 17.6, VIX percentile in the past 200 days: 39.0%

Z-score (5 days): -1.59

Z-score (20 days): -0.80

VIX9D: 15.77

VIX9D > VIX: False

---UVXY Performance Summary----

Current UVXY: 19.58, UVXY percentile in the past 90 days: 0.0%

5D % Change: -13.12

5D Volatility (%): 5.93

RSI (14): 43.02

Above 5-day MA: False

Volume Spike Ratio: 0.5

Final Report

Analysis of Current Market Conditions

  1. VIX Level and Percentile:

  • Current VIX: 17.6 (39th percentile over the past 200 days).

  • The VIX is in the 30-39.9 percentile range, where historical data shows:

  • 60% chance of profit.

  • Average days to profit: 2.33 days.

  • Average max profit: 10.43%.

  1. UVXY Performance:

  • Current UVXY price: 19.58 (0th percentile over the past 90 days, meaning it's at its lowest level in this period).

  • 5D % Change: -13.12% (sharp decline).

  • RSI (14): 43.02 (neutral, not oversold).

  • Volume Spike Ratio: 0.5 (low volume, no significant buying interest).

  1. VIX vs. VIX9D:
  • VIX9D (15.77) < VIX (17.6), suggesting near-term volatility expectations are lower than current volatility. This is typically not a bullish signal for UVXY.
  1. Z-Scores:

  • 5D Z-score: -1.59 (VIX is significantly below its 5-day mean).

  • 20D Z-score: -0.80 (VIX is slightly below its 20-day mean).

  • This suggests the VIX is relatively low, but not extremely so.

Historical Performance Insights

  • In the 30-39.9 VIX percentile range, UVXY has a 60% chance of generating a profit, with an average max profit of 10.43%.

  • In the 16.01-18 VIX value range, UVXY has a 59.26% chance of profit, with an average max profit of 9.72%.

  • The current VIX (17.6) falls into both these ranges, indicating a moderate but not high-probability opportunity.

Recommendation

Given the current conditions:

  1. Moderate Opportunity: The VIX is in a range where UVXY has historically had a ~60% chance of profit, but the average max profit is modest (~10%). The UVXY is also at its lowest level in 90 days, which could indicate a potential bounce, but the lack of volume spike and neutral RSI suggest no immediate catalyst.

  2. Allocation: Given the moderate probability and modest upside, a small allocation is advisable.

  • Suggested allocation: 5-10% of total capital.

  • Entry price: Current price (~19.58) or slightly lower (e.g., 19.30-19.50) to improve risk/reward.

  1. Profit Target:

  • Given historical avg max profit of ~10%, aim for 10% gain (exit at ~21.54).

  • Alternatively, consider scaling out in portions (e.g., 50% at 7%, 50% at 12%).

  1. Stop Loss:
  • Set at 5% below entry (exit at ~18.60) to limit downside.

Additional Notes

  • Caution: The VIX9D being below VIX suggests near-term volatility may not spike soon, reducing the urgency to buy UVXY.

  • Alternative Strategy: If you're bullish on volatility, consider waiting for a lower UVXY price (e.g., below 19) or a higher VIX percentile (e.g., above 40%) to improve odds.

Final Advice

  • Action: Buy UVXY with 5-10% of capital at 19.30-19.58.

  • Target: 21.54 (10% profit).

  • Stop Loss: 18.60 (5% loss).

  • Hold Time: Expect to hold for 2-3 days based on historical avg days to profit. Monitor VIX and UVXY closely for early exits if conditions deteriorate.