If an ETF Spikes 20%, What Are the Odds It Reaches 50%?
After a volatility ETF spikes, it can either keep climbing or crash on its way back to a new all-time low. The Spike Probability Ladder tool shows how often a spike goes higher vs how often it reverts back to all-time lows.
Volatility ETFs like UVXY, VXX, and SQQQ don't trend. They run in episodic spike cycles. Each cycle starts at a fresh all-time low, climbs some unknown distance as fear hits the market, and ends when a new all-time low prints and the next cycle begins. The decision-relevant question for anyone trading these names is conditional: my ticker has already spiked +20% off its ATL. What are the odds the same cycle keeps climbing to +50% before it resets?
Eyeballing it from a chart is a coin flip. The real answer needs a bar-by-bar walk of every cycle in the ticker's history, separated by ATL prints, with each cycle's peak measured against the ATL it was anchored to. That's the Spike Probability Ladder.
The From-to-To probability with its underlying counts, for example 61.2% (49/80): how often a cycle that hit the start went on to the target.
How long the climb from From to To actually takes, with the floor and ceiling of the dataset. Anything beyond longest has never happened.
From and To are measured off the running all-time low, so the probability is conditional on this cycle, not an arbitrary lookback.
Steps through every rung between From and To and plots the odds at each level, so you can see where they fall off a cliff.
One table lining up all 14 vol and inverse ETFs on the same From-to-To pair: probability, reach count, and day stats.
Every From hit as a row: date, price, the ATL it was anchored to, and whether the cycle reached the target.
Pick a vol ETF and set the starting and target spike levels. The headline shows how often the start carried on to the target, with the counts.
Step the To level down the ladder until the probability is in your favor, that is where the disciplined exit lives.
Match your option duration to the median days the climb takes rather than your gut, with longest as the worst case.
Open the All Tickers table to compare the same From-to-To pair across all 14 ETFs and pick the best conditional profile.
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