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
378d
Best Streak
43W
Worst Streak
3L
Avg Gain
+31
Avg Loss
-121
Condition Metrics
Avg VIX
16.4
Avg Daily Range
349pts
Gap Fill Prob
87%
Trend Continuation
10%
Research Insight
Under low VIX (avg 16.4), gaps fill 87% of sessions. Trend days continue 10% when prior session was also a trend day. Compressed ranges (avg 349pts) favor precision entries near OR extremes.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-06-04 | Low VIX (15.4) · RANGE | Not Filled | +35 |
| 2026-06-03 | Low VIX (16.1) · RANGE | Filled | -108 |
| 2026-06-02 | Low VIX (15.8) · ROTATION | Filled | +168 |
| 2026-06-01 | Low VIX (16.0) · RANGE | Filled | +151 |
| 2026-05-29 | Low VIX (15.3) · RANGE | Filled | +77 |
| 2026-05-28 | Low VIX (15.7) · ROTATION | Filled | +187 |
| 2026-05-27 | Low VIX (16.3) · RANGE | Filled | -3 |
| 2026-05-26 | Low VIX (17.0) · TREND | Not Filled | +397 |
| 2026-05-22 | Low VIX (16.7) · ROTATION | Filled | +115 |
| 2026-05-21 | Low VIX (16.8) · ROTATION | Filled | +194 |
| 2026-05-20 | Low VIX (17.4) · TREND | Filled | +461 |
| 2026-05-19 | Low VIX (18.1) · ROTATION | Filled | -176 |
See today's full NQ context
Bias, gap fill, ORB odds, expected range — structured before 09:30.