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SVXY ProShares - Short VIX Short-Term Futures ETF

ETF

60.55 Close 10/30
Since 2024-12-02 +13.3%

Price and fund-flow snapshot

As of 2026-10-30

Momentum: Strong; Risk / liquidity: Weak.

Momentum Strong All 2 indicators are Top.
60-day return (%) 1.76 83th percentile Top
240-day return (%) 24 86th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Weak 60-day annualized volatility is Average; Distance from peak is Lagging.
60-day annualized volatility (%) 21.03 66th percentile Average
Distance from peak (%) -78.09 10th percentile Lagging
20-day dollar volume 147,915,358 30th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

ProShares - Short VIX Short-Term Futures ETF (SVXY) today

2 quant signals active · As of 2026-10-30

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.

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ProShares - Short VIX Short-Term Futures ETF (SVXY) 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 -78.09%

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

6 historical occurrences (since 2016-01-13)

Average forward return after 20% below its peak

20-day: Win 66.7%, Sample 6, Median +13.84%, Excess -6.96%, Beat mkt rate 66.7%

60-day: Win 83.3%, Sample 6, Median +48.81%, Excess +24.56%, Beat mkt rate 83.3%

120-day: Win 83.3%, Sample 6, Median +56.71%, Excess +39.88%, Beat mkt rate 83.3%

120 days after: historical avg +49.52%

20-day -5.94%
60-day +29.55%
120-day +49.52%
20-day
60-day
120-day
Win
66.7%
83.3%
83.3%
Sample
6
6
6
Median
+13.84%
+48.81%
+56.71%
Excess
-6.96%
+24.56%
+39.88%
Beat mkt rate
66.7%
83.3%
83.3%

Over 6 occurrences, 120-day forward avg gained 49.52%, beat the market by 39.88 pts; win rate 83.3%.

Top-quintile 6-month momentum

Active · now 94.24%

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
22 historical occurrences (since 2016-07-08)

Average forward return after Top-quintile 6-month momentum

20-day: Win 59.1%, Sample 22, Median +3.51%, Excess +2.34%, Beat mkt rate 54.5%

60-day: Win 57.1%, Sample 21, Median +2.49%, Excess +2.52%, Beat mkt rate 52.4%

120-day: Win 47.6%, Sample 21, Median -4.83%, Excess -4.04%, Beat mkt rate 42.9%

120 days after: historical avg -0.22%

20-day +3.66%
60-day +3.53%
120-day -0.22%
20-day
60-day
120-day
Win
59.1%
57.1%
47.6%
Sample
22
21
21
Median
+3.51%
+2.49%
-4.83%
Excess
+2.34%
+2.52%
-4.04%
Beat mkt rate
54.5%
52.4%
42.9%

Over 21 occurrences, 120-day forward avg declined 0.22%, lagged the market by 4.04 pts; win rate 47.6%.

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

Holding-period returns in its own history

Since 2016-01-04, 60.9% of 2,471 one-year holding periods ended with a gain; the median one-year return was +11.7%. Over three-year holding periods, 57.7% of 1,967 ended with a gain (median +18.4%).

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.

21 times historically; 60-day forward avg +9.26%, win rate 81%, beating the market by +6.52 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.

13 times historically; 60-day forward avg +4.28%, win rate 53.8%, beating the market by +2.61 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.