NQCondition Analysis
Low VIX Regime
Market behavior when VIX is below 20 — compressed fear, elevated gap fill odds.
Regime Filter
VOLATILITY
MACRO EVENT
TREND
GAP SIZE
SESSION TYPE
Primary Prob
EXTREME87%
Sample Size
484d
Best Streak
43W
Worst Streak
3L
Avg Gain
+31
Avg Loss
-137
Condition Metrics
Avg VIX
16.5
Avg Daily Range
402pts
Gap Fill Prob
87%
Trend Continuation
9%
Research Insight
Under low VIX (avg 16.5), gaps fill 87% of sessions. Trend days continue 9% when prior session was also a trend day. Compressed ranges (avg 402pts) favor precision entries near OR extremes.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-11-12 | Low VIX (18.7) · RANGE | Filled | +93 |
| 2026-11-11 | Low VIX (17.5) · TREND | Not Filled | +574 |
| 2026-11-10 | Low VIX (19.5) · ROTATION | Filled | -229 |
| 2026-11-09 | Low VIX (19.9) · REVERSAL | Filled | +1136 |
| 2026-11-04 | Low VIX (16.6) · RANGE | Filled | +157 |
| 2026-10-30 | Low VIX (19.4) · TREND | Not Filled | -646 |
| 2026-10-29 | Low VIX (17.2) · ROTATION | Not Filled | -231 |
| 2026-10-28 | Low VIX (16.9) · RANGE | Filled | +165 |
| 2026-10-27 | Low VIX (17.5) · ROTATION | Filled | +332 |
| 2026-10-26 | Low VIX (18.4) · RANGE | Filled | +169 |
| 2026-10-23 | Low VIX (19.5) · RANGE | Filled | +1 |
| 2026-10-22 | Low VIX (19.0) · TREND | Not Filled | -842 |
See today's full NQ context
Bias, gap fill, ORB odds, expected range — structured before 09:30.