The 'fear gauge' — measures implied 30-day volatility of S&P 500 options. VIX >30 = elevated fear. VIX >40 = crisis level. Sustained low VIX = complacency risk.
VIX spikes precede forced deleveraging by hedge funds. High VIX = risk-off regime. Contrarian: VIX >40 often marks capitulation lows.
| Factor family | Volatility & Positioning |
| Relative weight | Core |
| Update cadence | Daily |
| Modeled lead | ~2 weeks (a modeling assumption, not a validated finding) |
| Data source | YFINANCE |
The lead time above is a design assumption, not an out-of-sample-validated relationship for a specific security or index. This is one Volatility & Positioning input among 47; it measures macro context, not a full investment thesis.
SPY · QQQ · IWM · XLF · VIXY · UVXY
| Date | Score | Status |
|---|---|---|
| 2026-09-06 | 68/100 | ▲ Bullish |
| 2026-09-05 | 68/100 | ▲ Bullish |
| 2026-09-04 | 70/100 | ▲ Bullish |
| 2026-09-03 | 62/100 | ● Neutral |
| 2026-09-02 | 51/100 | ● Neutral |
| 2026-09-01 | 66/100 | ▲ Bullish |
| 2026-08-31 | 71/100 | ▲ Bullish |
Unstructured Alpha weighs CBOE Volatility Index (VIX) alongside 46 other macro signals to build a Confluence Score for each stock. See how this signal is currently shaping the macro backdrop for the tickers you follow.
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Scores are derived from macro signals (FRED, EIA, SEC filings, FINRA short interest)
and updated as new data arrives. This is not financial advice. Past signal accuracy
does not guarantee future results.
unstructuredalpha.com · Not financial advice