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
EXTREME88%
Sample Size
443d
Best Streak
43W
Worst Streak
3L
Avg Gain
+33
Avg Loss
-133
Condition Metrics
Avg VIX
16.4
Avg Daily Range
385pts
Gap Fill Prob
88%
Trend Continuation
10%
Research Insight
Under low VIX (avg 16.4), gaps fill 88% of sessions. Trend days continue 10% when prior session was also a trend day. Compressed ranges (avg 385pts) favor precision entries near OR extremes.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-09-10 | Low VIX (17.8) · REVERSAL | Filled | -315 |
| 2026-09-09 | Low VIX (16.5) · RANGE | Filled | -78 |
| 2026-09-08 | Low VIX (15.7) · RANGE | Filled | +4 |
| 2026-09-07 | Low VIX (15.3) · ROTATION | Filled | +30 |
| 2026-09-04 | Low VIX (14.5) · ROTATION | Filled | +60 |
| 2026-09-03 | Low VIX (14.3) · REVERSAL | Filled | +348 |
| 2026-09-02 | Low VIX (15.2) · ROTATION | Filled | +50 |
| 2026-09-01 | Low VIX (16.3) · REVERSAL | Filled | -393 |
| 2026-08-31 | Low VIX (14.9) · ROTATION | Filled | -27 |
| 2026-08-28 | Low VIX (14.4) · ROTATION | Filled | -144 |
| 2026-08-27 | Low VIX (14.5) · ROTATION | Not Filled | +196 |
| 2026-08-26 | Low VIX (15.2) · RANGE | Filled | +2 |
See today's full NQ context
Bias, gap fill, ORB odds, expected range — structured before 09:30.