SignalMacro

VIX of VIX $104.87 ↑ 7.8% 97th %ile (extreme_fear)

Percentile: 97th in 90d range | Regime: extreme_fear

What changed

Percentile: 97th in 90d range | Regime: extreme_fear

Why it matters

97th percentile VIX of VIX spike signals extreme fear regime.

Sources

futures