All studies

SPX After VIX Fresh 120-Session Low < 16

Forward return profile for S&P 500 when VIX makes a 120-session low for the first time in 30 days and that low is below 16.0

Trigger Criteria

AI Summary

Forward Returns

Average returns vs all-day baseline

Signal Map

Asset and trigger series

Forward Returns

Average signal vs baseline

Hit Rates

Signal hit rate vs baseline

Signal Performance

Forward path after each trigger

Distribution

Return distribution by horizon

Study Summary

Signal summary vs all-dataset baseline

Results Table

Backtest results