VIX Regime Sensor
Monitors VIX levels and term structure for volatility regime classification.
State History
Track record
Measured from state-change events vs forward returns on the acting asset. Verdicts: validated (≥60% hit, n≥8) · contrarian (≤40% — the state's name lies) · no-content (a coin flip) · unmeasurable (n<8, reported never guessed). A state with no row has no track record.
State Definitions
VIX < 15. Markets calm, low implied volatility. Yield strategies favorable.
VIX 20-25. Elevated uncertainty, increased hedging activity.
VIX > 35. Panic conditions, extreme volatility expected.
VIX 15-20. Normal market conditions. Standard risk posture.
VIX 25-35. Significant fear, potential stress regime.
Sources
Fires Together With
Sensors that were historically elevated on the same days. Higher overlap suggests correlated stress signals.
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Read-only intelligence. Sensor states are diagnostic observations, not predictions.