NQCondition Analysis
High VIX Regime
Market behavior when VIX is at or above 20 — elevated fear, reversal risk.
Regime Filter
VOLATILITY
MACRO EVENT
TREND
GAP SIZE
SESSION TYPE
Primary Prob
WEAK27%
Sample Size
130d
Best Streak
6W
Worst Streak
5L
Avg Gain
+268
Avg Loss
-359
Condition Metrics
Avg VIX
24.6
Avg Daily Range
618pts
Reversal Probability
27%
Failed Breakout Prob
54%
Research Insight
High VIX sessions (avg 24.6) produce reversals 27% of the time. ORB breakouts fail 54% — counter-trend setups gain edge. Expanded ranges (avg 618pts) demand wider stops and tighter size.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-11-06 | High VIX (25.6) · ORB SHORT | Rotated | +445 |
| 2026-11-05 | High VIX (28.2) · ORB SHORT | Reversed | -1911 |
| 2026-11-03 | High VIX (20.8) · ORB LONG | Rotated | +105 |
| 2026-11-02 | High VIX (21.1) · ORB LONG | Reversed | -460 |
| 2026-07-29 | High VIX (20.7) · ORB NONE | Reversed | -620 |
| 2026-06-10 | High VIX (22.2) · ORB NONE | Rotated | -541 |
| 2026-06-05 | High VIX (21.5) · ORB NONE | Trended | -1387 |
| 2026-04-08 | High VIX (21.0) · ORB SHORT | Rotated | +560 |
| 2026-04-07 | High VIX (25.8) · ORB SHORT | Rotated | +22 |
| 2026-04-06 | High VIX (24.2) · ORB LONG | Reversed | +265 |
| 2026-04-02 | High VIX (23.9) · ORB LONG | Rotated | +38 |
| 2026-04-01 | High VIX (24.5) · ORB LONG | Reversed | +306 |
See today's full NQ context
Bias, gap fill, ORB odds, expected range — structured before 09:30.