
Key points
S&P 500 performance after past VIX/VVIX one-day spikes | After 60%+ VIX jumps, the S&P was higher 100% of the time a month later, averaging +3.2%
Image source: @neilsethinew

S&P 500 performance after past VIX/VVIX one-day spikes | After 60%+ VIX jumps, the S&P was higher 100% of the time a month later, averaging +3.2%
Image source: @neilsethinew