How Does Your Leveraged ETF React to a Market Event?
The ETF Event Reaction tool shows how leveraged and inverse ETFs have historically performed around key market events. Choose an ETF and an event, such as an FOMC decision, and the tool tells you how the ETF behaved on the day before, the day of, and the day after the event across multiple years of history.
For any event you select, it displays the average and median moves across the three days, the largest gain and largest loss with their dates, and how often each day closed positive versus negative.
Choose from recurring events that move volatility products, including FOMC decisions, Quad Witching, and VIX expiration.
See how the ETF has moved across each of the three days around the event, from the run-up to the aftermath.
See the average and median move for each day across years of past events, along with the biggest spike and crash.
See how often each day has finished higher versus lower, with the count of green and red events behind each percentage.
Select a featured leveraged or inverse ETF and a scheduled event, such as an FOMC decision, Quad Witching, or VIX expiration.
Check the average and median move for the day before, the day of, and the day after to see where the reaction has typically landed.
Look at the biggest spike and biggest crash around the event to understand how far the move has run in both directions, and when.
Use the green and red probabilities for each day to judge how reliable the pattern has been before you build a trade around the event.
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