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SVIX -1x Short VIX Futures ETF

ETF

19.95 USD Close 11/5
Since 2024-12-06 -33.5%

Close 11/5

FinLab Studio

From -1x Short VIX Futures ETF to every stock like it

AI finds several complementary traits of -1x Short VIX Futures ETF across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like -1x Short VIX Futures ETF

Price and fund-flow snapshot

As of 2026-11-05

Risk / liquidity: Weak.

Momentum Neutral 240-day return is Top, but 60-day return is Lagging.
60-day return (%) -24.4 8th percentile · Lagging
240-day return (%) 19.8 80th percentile · Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Weak All 3 indicators are Lagging.
60-day annualized volatility (%) 76.7 90th percentile · Lagging
Distance from peak (%) -60.7 15th percentile · Lagging
20-day dollar volume 111,638,953.0 13th percentile · Lagging
Factor Investing Explained: 10 Classic Factors in US Stocks

-1x Short VIX Futures ETF (SVIX) today

1 quant signals active · As of 2026-11-05

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

-1x Short VIX Futures ETF (SVIX) peers and tracking

Watchlist

This page refreshes daily after the close. Add -1x Short VIX Futures ETF to your watchlist to track signal changes on your next visit.

-1x Short VIX Futures ETF (SVIX) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

20% below its peak

Active · now -60.7%

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

7 historical occurrences (since 2022-04-22)

Average forward return after 20% below its peak

20-day: Win 28.6%, Sample 7, Median -3.0%, Excess -1.1%, Beat mkt rate 42.9%

60-day: Win 57.1%, Sample 7, Median +16.0%, Excess +13.2%, Beat mkt rate 71.4%

120-day: Win 71.4%, Sample 7, Median +43.6%, Excess +31.3%, Beat mkt rate 71.4%

120 days after: historical avg +37.7%

20-day -1.2%
60-day +16.4%
120-day +37.7%
20-day
60-day
120-day
Win
28.6%
57.1%
71.4%
Sample
7
7
7
Median
-3.0%
+16.0%
+43.6%
Excess
-1.1%
+13.2%
+31.3%
Beat mkt rate
42.9%
71.4%
71.4%

Over 7 occurrences, 120-day forward avg gained 37.7%, beat the market by 31.3 pts; win rate 71.4%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2022-03-30, 56.7% of 904 one-year holding periods ended with a gain; the median one-year return was +34.1%. Over three-year holding periods, 74.5% of 400 ended with a gain (median +20.6%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

9 times historically; 60-day forward avg +0.7%, win rate 77.8%, beating the market by -3.2 pts on average.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

6 times historically; 60-day forward avg +26.6%, win rate 100.0%, beating the market by +20.4 pts on average.

Top-quintile 6-month momentum

Pending

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

5 times historically; 60-day forward avg +8.8%, win rate 80.0%, beating the market by +8.9 pts on average.

Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.
  • This ETF seeks a multiple of its index’s daily return, or the inverse of it, and resets that exposure every day. Over periods longer than a day its return compounds the daily moves and can differ substantially from that multiple of the index’s return, more so when the index is volatile.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.