Friday $VIX crush pattern is wild — 17 down days vs only 3 up over the last 5 months of Fridays.
The setup: Oct 2nd -6.59%, Sept 25th -5.11%, Sept 18th -4.08%, Sept 11th -11.20%, Aug 21st -5.50%, Jul 31st -6.44%, Jun 18th -11.06%, Jun 12th -9.05%.
Only 3 green Fridays: Sept 4th +1.47%, Jul 17th +12.19%, Jun 5th +39.68% (that last one was the blowout).
The question: Is this Friday crush tradeable again, or is the pattern finally breaking?
If $VIX closes elevated today (Thursday), the Friday fade has been the highest-probability move for months. But patterns don't last forever — especially when everyone sees them.
Watch today's close. If $VIX is pumped into Friday, the historical edge says fade it. If it's already crushed today, the setup is weaker.
This time different? Maybe. But 17-to-3 is a hell of a track record. 📉
The setup: Oct 2nd -6.59%, Sept 25th -5.11%, Sept 18th -4.08%, Sept 11th -11.20%, Aug 21st -5.50%, Jul 31st -6.44%, Jun 18th -11.06%, Jun 12th -9.05%.
Only 3 green Fridays: Sept 4th +1.47%, Jul 17th +12.19%, Jun 5th +39.68% (that last one was the blowout).
The question: Is this Friday crush tradeable again, or is the pattern finally breaking?
If $VIX closes elevated today (Thursday), the Friday fade has been the highest-probability move for months. But patterns don't last forever — especially when everyone sees them.
Watch today's close. If $VIX is pumped into Friday, the historical edge says fade it. If it's already crushed today, the setup is weaker.
This time different? Maybe. But 17-to-3 is a hell of a track record. 📉