Check historical price trends and seasonality for VIX Volatility Index (^VIX).
VIX Volatility Index (^VIX) average YTD return over the past 10 years is +8.98%.
Over the past 10 years, the return for the specified period (Feb 17 for 30 days) is -4.88%.
2 wins 3 losses with a win rate of 40.00%.
1) Overview:
The VIX volatility index typically experiences a strong bullish phase from late January through March. Starting around January 27th, the index shows a significant upward tendency, culminating in a substantial peak around March 12th with an average increase of +55.3%. Following this peak, the index tends to consolidate and decline gradually through much of the year, with a slight upward bias towards the end of December, specifically on December 31st, showing an average increase of +8.9%.
2) Buy-the-dip points:
The data suggests a potential "buy-the-dip" opportunity in early January, specifically around January 2nd, where the index shows an average decrease of -4.1%. This dip could be attributed to the start of a new trading year and profit-taking from the previous year's volatility. Another potential buying opportunity may arise during the consolidation phase in July, as the index experiences some negative movement, before a potential rebound in August.
3) Summary:
Based on the 10-year average seasonality, a strategic approach to investing in the VIX would involve considering entry points in early January to capitalize on the subsequent surge in volatility through March. Investors should be aware of the potential for significant gains leading up to March 12th, but also prepared for a period of consolidation and decline afterward. Monitoring market conditions and news events is crucial to confirm if the historical pattern will repeat in any given year.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2023 | 2023-02-17 | 20.0200 | 2023-03-18 | 25.5100 | 5.4900 | 27.42 |
| 2022 | 2022-02-17 | 28.1100 | 2022-03-18 | 23.8700 | -4.2400 | -15.08 |
| 2021 | 2021-02-17 | 21.5000 | 2021-03-18 | 21.5800 | 0.0800 | 0.37 |
| 2017 | 2017-02-17 | 11.4900 | 2017-03-18 | 11.2800 | -0.2100 | -1.83 |
| 2016 | 2016-02-17 | 22.3100 | 2016-03-17 | 14.4400 | -7.8700 | -35.28 |
| Avg | 20.6860 | 19.3360 | -1.35 | -4.88 |
| Day \ Month | Jan Total +14.32% | Feb Total +23.74% | Mar Total -1.56% | Apr Total +5.78% | May Total -0.05% | Jun Total +3.32% | Jul Total -2.68% | Aug Total +13.01% | Sep Total +12.11% | Oct Total +15.09% | Nov Total -10.72% | Dec Total +9.43% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.31% | 0.00% | -3.70% | -2.04% | -1.43% | +1.22% | -2.29% | -2.86% | +6.13% | -1.20% | +2.09% | -1.87% | +2.19% |
| 2 Avg -0.10% | -2.03% | +2.92% | -4.81% | +1.30% | -0.62% | -2.43% | -1.97% | +5.34% | +0.39% | +1.48% | -0.93% | +0.13% |
| 3 Avg +0.51% | +0.56% | -0.31% | +2.09% | +2.10% | -2.02% | -0.35% | -0.02% | -2.41% | +6.34% | +0.81% | -1.22% | +0.49% |
| 4 Avg +0.07% | +0.78% | -2.95% | +1.38% | +5.90% | -0.67% | -2.38% | 0.00% | -1.88% | -2.15% | +0.64% | -0.02% | +2.16% |
| 5 Avg +1.80% | -0.09% | +10.22% | +0.70% | +2.24% | +0.45% | -0.78% | +1.34% | +8.97% | +1.99% | -1.34% | -0.76% | -1.35% |
| 6 Avg -0.59% | -0.59% | -1.87% | +2.76% | +0.03% | +1.15% | -1.58% | +1.46% | -6.34% | +1.42% | +0.75% | -2.34% | -1.89% |
| 7 Avg +0.11% | +1.70% | +0.11% | +1.97% | +1.77% | +0.11% | +0.17% | -0.60% | -1.78% | +0.20% | +2.39% | -3.87% | -0.85% |
| 8 Avg -0.32% | -0.18% | +2.98% | +0.04% | -0.62% | -2.59% | +0.53% | -0.47% | -2.37% | +0.25% | -0.14% | +0.13% | -1.33% |
| 9 Avg +0.51% | +0.04% | -1.45% | +2.53% | -3.29% | +0.50% | +3.34% | -1.88% | +0.41% | +2.09% | -0.49% | +0.27% | +4.07% |
| 10 Avg +0.98% | +0.15% | +1.22% | -0.40% | +2.60% | -1.41% | +1.35% | -1.20% | +5.45% | +0.94% | +6.69% | -1.32% | -2.29% |
| 11 Avg +0.32% | -1.10% | +2.20% | -0.66% | +1.24% | +1.55% | +4.96% | +1.68% | +0.17% | -4.33% | +1.24% | -1.58% | -1.51% |
| 12 Avg -0.21% | -1.82% | -3.36% | +1.93% | -0.35% | +2.45% | +0.16% | -2.53% | -0.56% | -1.34% | -0.74% | +1.77% | +1.90% |
| 13 Avg +0.37% | +1.38% | +1.18% | -1.70% | -3.10% | +2.14% | +5.30% | +1.18% | -2.03% | +0.62% | -0.15% | +0.71% | -1.08% |
| 14 Avg -1.10% | -0.30% | -4.05% | +0.28% | -2.49% | -3.53% | -0.80% | -1.72% | -1.31% | -1.37% | -1.23% | +1.20% | +2.14% |
| 15 Avg -0.28% | +0.14% | -1.28% | -1.33% | +1.61% | -0.88% | -0.62% | -0.25% | +1.48% | -0.60% | -0.43% | +0.96% | -2.13% |
| 16 Avg -0.04% | +2.83% | +0.92% | -0.02% | -0.57% | -1.88% | -0.77% | +1.54% | -1.42% | +1.35% | -0.49% | -2.13% | +0.18% |
| 17 Avg +1.00% | +0.95% | +0.54% | -1.26% | -2.84% | +4.71% | +0.61% | +0.47% | +3.85% | +2.36% | -1.43% | +0.87% | +3.19% |
| 18 Avg +1.30% | +2.57% | +1.27% | +1.00% | -0.96% | +1.03% | +0.62% | +0.85% | +0.10% | -0.76% | +0.97% | +1.09% | +7.83% |
| 19 Avg +0.09% | -1.38% | -1.08% | +0.33% | +0.96% | -0.26% | +0.96% | +3.43% | +0.40% | -1.94% | +0.82% | +1.35% | -2.49% |
| 20 Avg +0.17% | -0.69% | +1.91% | -2.10% | +2.32% | -1.85% | +1.10% | -2.18% | -0.19% | +4.32% | -1.95% | +2.07% | -0.71% |
| 21 Avg +0.14% | +0.88% | +4.08% | -1.20% | +2.91% | +0.51% | -0.36% | -0.63% | -0.78% | +0.26% | -1.13% | -3.35% | +0.53% |
| 22 Avg -0.51% | +0.11% | -1.48% | +4.99% | +0.22% | -1.09% | -1.66% | -2.63% | +0.32% | -2.81% | +0.61% | -1.57% | -1.13% |
| 23 Avg -0.33% | -0.86% | -0.83% | +1.95% | -2.74% | +3.03% | -2.56% | -1.23% | +0.75% | +0.64% | +0.39% | -0.41% | -2.07% |
| 24 Avg +0.19% | +1.05% | +4.01% | -1.92% | -2.63% | -2.59% | +3.70% | +1.88% | +0.70% | +0.79% | +0.56% | -2.62% | -0.61% |
| 25 Avg +0.24% | +1.07% | +4.22% | -0.86% | +0.25% | -0.41% | +1.78% | +1.21% | -1.98% | -0.37% | -0.06% | -1.93% | 0.00% |
| 26 Avg +0.38% | -1.42% | -0.44% | -2.77% | +1.12% | -2.29% | +0.08% | -1.07% | +3.33% | +3.30% | +2.71% | +2.83% | -0.84% |
| 27 Avg +1.39% | +10.39% | +6.71% | +0.73% | -3.41% | -2.87% | +0.57% | +2.02% | -0.42% | +0.41% | +0.33% | +0.44% | +1.78% |
| 28 Avg -0.09% | -4.18% | +2.07% | +0.14% | +0.30% | +2.42% | -3.58% | -1.24% | -0.35% | 0.00% | +2.26% | +0.89% | +0.24% |
| 29 Avg +0.37% | +3.01% | - | -2.59% | +0.62% | +3.71% | -0.84% | -0.66% | -1.52% | +2.20% | -0.47% | -0.93% | +1.58% |
| 30 Avg +0.49% | +0.72% | - | -1.74% | +2.74% | -1.43% | -0.89% | +2.73% | +0.46% | -0.90% | -0.58% | +1.56% | +2.73% |
| 31 Avg +0.55% | +0.65% | - | +1.04% | - | +1.37% | - | +0.68% | +0.50% | - | +0.98% | - | -1.40% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
