VIX Spikes and the S&P500

Epic 34% spike in the VIX today.

The 1oth largest daily percent increase since 1990 and biggest since August 2011, which, at the time was in the midst of a nasty correction/mini bear market.   The S&P500 is only off just under 3 percent from its recent highs made last week.

The following table show the post S&P500 returns after large VIX spikes.

Upshot?  Patience.


(click here if table is not observable)

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3 Responses to VIX Spikes and the S&P500

  1. Pingback: VIX Spikes and the S&P500 | Fifth Estate

  2. Anonymous says:

    Thanks for compiling the table, great stuff!

    Just eyeballing the numbers, the 10 day return max should be 5.59% not the 5.03% as stated?

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