Anomaly Detection for ProShares Short VIX Short-Term Futures

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Anomaly Detection for ProShares Short VIX Short-Term Futures

Data updated 2024-Nov-13 (Wednesday)

Discover unusual performance and technical indicator levels for ProShares Short VIX Short-Term Futures and instantly analyze similar historical situations. Found historical analogues are aggregated to display observed performance leading up to and after those levels. Customize performance metrics & indicators below to view trailing/subsequent history to similar historical analogues of selected metrics

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Anomaly Detection for other stocks/etfs/crypto

Anomaly Metrics

Customize selection of various metrics & click Update to see historical performance summary for similar anomalous levels below (default uses all observed anomalies)

Metric	Current Value	Importance	n5d	n10d	n20d	n50d	n100d	n200d
Streak (days)	-2 days	85	+1.2%	+1.9%	+3.7%	+6.5%	+12.9%	+17.1%
Streak Return	-3.4%	80	+1.2%	+1.9%	+4.0%	+7.0%	+14.7%	+21.9%
Slow Stochastic	74.1	80	+0.7%	+1.4%	+2.8%	+5.8%	+11.8%	+11.5%
Chaikin A/D	1 Billion	80	+1.1%	+1.9%	+2.8%	+5.3%	+12.8%	+22.4%
50-day Relative Volume	0.66x	80	+1.0%	+2.4%	+4.2%	+6.8%	-7.5%	-7.2%
OBV	395 Million	75	+1.2%	+2.0%	+3.0%	+6.4%	+13.9%	+22.2%
50-d Upswing	-5.9%	70	+0.7%	+0.9%	+2.2%	+3.6%	+9.5%	-1.3%
10-day Relative Volume	1.17x	65	+1.4%	+2.4%	+4.4%	+8.5%	+14.3%	+22.2%
30-d Upswing	-5.9%	65	+0.7%	+1.2%	+2.2%	+4.2%	+9.9%	-1.7%
20-d Upswing	-5.9%	60	+0.8%	+1.4%	+2.2%	+4.7%	+10.5%	+0.5%
10-d Upswing	-5.9%	55	+0.7%	+1.4%	+2.7%	+4.8%	+10.6%	+1.2%
20-d Consistency	+65%	55	+1.0%	+1.8%	+3.0%	+7.5%	+14.6%	+23.1%
10-d Consistency	+60%	50	+0.8%	+1.5%	+3.3%	+6.2%	+12.8%	+21.6%
Avg. 5-d Up performance	+2.0%	45	+1.2%	+1.5%	+1.1%	+5.6%	+9.5%	+1.9%
5-d Consistency	+20%	45	+0.9%	+1.8%	+3.8%	+6.9%	+13.4%	+19.9%

Calculation Median Average Frequency

Update

Selections Streak (days) Streak Return Slow Stochastic Chaikin A/D 50-day Relative Volume OBV 50-d Upswing 10-day Relative Volume 30-d Upswing 20-d Upswing 10-d Upswing 20-d Consistency 10-d Consistency Avg. 5-d Up performance 5-d Consistency

Trailing & Subsequent Performance summary (median & range) for similar Anomalous levels in history for ProShares Short VIX Short-Term Futures

Aggregated Performance observed for similar anomalous levels of the selected metrics in history for ProShares Short VIX Short-Term Futures

Trailing Performance					Subsequent Performance
Days	Recent	Median	Range	Distribution	Days	Median	Range	Distribution
Trailing 5	-5.0%	+2.5%	-35.1% +26.3%	77% ↑ 23% ↓	Next 5	+1.0%	-48.4% +26.7%	60% ↑ 40% ↓
Trailing 10	-2.1%	+4.0%	-41.2% +36.2%	78% ↑ 22% ↓	Next 10	+1.7%	-53.8% +24.9%	60% ↑ 40% ↓
Trailing 20	+4.6%	+6.3%	-49.6% +46.6%	79% ↑ 21% ↓	Next 20	+3.0%	-80.8% +33.5%	62% ↑ 38% ↓
Trailing 50	-0.3%	+10.8%	-66.1% +77.3%	80% ↑ 20% ↓	Next 50	+6.0%	-82.5% +58.4%	66% ↑ 34% ↓
Trailing 100	-20.0%	+17.8%	-85.9% +110.3%	80% ↑ 20% ↓	Next 100	+10.9%	-85.5% +85.6%	65% ↑ 35% ↓
Trailing 200	-7.9%	+31.6%	-84.4% +211.0%	70% ↑ 30% ↓	Next 200	+11.7%	-86.5% +156.6%	56% ↑ 44% ↓

Related to ProShares Short VIX Short-Term Futures

Information for ProShares Short VIX Short-Term Futures

Current Detail : Recent daily/monthly performance & benchmark comparison
Historical Detail : Historical performance & related information using Time Machine
Anomaly Detection : Investigate unusual recent performance & technicals with historical context using AI Currently Viewing
Historical Seasonality : Seasonal performance by calendar months
Technical History : Popular Technical indicator trends (RSI, MACD etc.)
Metric Deciles : Contextualizing recent performance & technical levels into historical decile buckets
Dollar Cost Averaging : Dollar Cost Average (DCA) over time in your portfolio
Moving Averages : Key Simple & Exponential Moving Averages
Historical Analogues : Insights from closest historical matches to recent performance using Artificial Intelligence
Chart Pattern Matching : Insights from similar historical charts to recent chart using Artificial Intelligence
News Stories : News stories on 2024-Nov-20 on Google

Compare ProShares Short VIX Short-Term Futures with other assets

Market Performance : Recent performance across covered assets
Historical Performance : Prior & Subsequent performance across assets on a historical date
Market Technicals : Technical indicator levels across covered assets
Market Seasonality : Seasonal performance by calendar months across covered assets
Pair Correlations : Performance Correlations with other assets
Beta : Volatility relative to the broad market
Performance Comparison : Visually compare/benchmark performance with other assets over time
Side-by-Side Comparison : Contrast with other assets over time in a side-by-side presentation

Analyze ProShares Short VIX Short-Term Futures in multiple dimensions using above resources. Other comparable assets include other stocks/etfs/crypto etc.

Ask brAIn Experimental

Hi! Ask me something. Use names or tickers to identify stock / etf / crypto symbols (e.g. aapl for Apple Inc.) . Click on below for examples of queries, list of special shortcuts & more

brAIn is an AI-powered agent that understand human text to provide responses
Why brAIn? Sometimes it is quicker to use simple statements/questions than try locate exactly where answer exists in Aiolux
Type in statements or questions one line at a time using the chat window and see relevant information appear!
Statements/questions typically contain 1+ financial instrument identifiers and some metric/statistic etc. Optionally, time frame or explicit date(s) can be provided for historical information
Use names or symbols to identify stocks (e.g. Apple or AAPL). Multiple identifiers can be used. Use Search box in navigation to locate tickers (best way), otherwise brAIn will try to make guesses
Time information (single dates or ranges) is provided in two ways:
- using names (e.g. "since last 5 trading days", "in Q1 2020", "3 weeks ago", "over last 2 years")
- explicit dates or ranges (E.g. "on 2020-12-13", "from 12/25/2020 to 2020-Sep-1")
- Note "3 weeks ago" (applies to historical date) is different to "since 3 weeks ago" (applies to historical range)
brAIn will do its best to understand and response. This is still an experimental feature
If you are not getting a proper response (e.g. dates look off as in the example here), try phrasing the sentence differently
- "compare $growth vs $value over last 3 months" to "compare $growth vs $value from 3 months ago"
- if all else fails "compare $growth vs $value from 2024-08-21"
- If you flag incorrect brAIn responses with a thumbs down feedback immediately, we can train our models better

Examples

$spy performance in last 3 years
Forward pe ratio for $aapl compared to $msft

How does it work? brAIn uses Natural Language Processing (NLP) and Natural Language Understanding (NLU) techniques to interpet written commands from users and then provides relevant information. Sentences can be written in many different ways so Artificial Intelligence is used to understand and respond effectively
Navigate to sections below to see more detailed examples within each category

Smart shortcuts exist like examples below. Use exact dates when possible to ensure accuracy

Examples

$spy performance from 10 days ago
What did $tech return in Q2 2020
$tsla return in january 2019
$amzn $tsla performance from 2020-10-10 to 2020-11-06

Available Calendar types: fixed dates, date ranges, calendar months/financial periods etc.

Financial Statistics are only available for stocks

Smart shortcuts exist like examples below. Historical information is not accessible at this time so current values are shown

Examples

compare pe ratio for $aapl $msft
percentage insider owned for $tsla
profit margins for $amzn vs $msft
contrast debt to equity for $pfe vs $unh

Available:
- Ownership: % owned by Insiders/Institutions, Short Ratio, Change in Shares Short, % of outstanding shorted, % of float shorted
- Valuation: Market Cap, Trailing/Forward Price to Earnings, PEG Ratio, Price / Sales, Price / Book, EV / Revenue, EV / EBITDA
- Statement: EBITDA, Revenues, Revenues / Share, Revenue Growth, Gross Profit, Profit Margin, EBITDA, Operating Margin, Diluted EPS, Earnings Growth, Current Ratio, Debt / Equity, Return on Assets, Return on Equity, Operating Cashflow, Free Cashflow

Smart shortcuts exist like examples below. Historical information is available

Examples

rsi technicals $tsla vs $btc on 2020-09-02
macd indicator for $aapl
% above key simple moving averages for $GS

Available:
- Indicators: RSI, MACD, OBV, ADX, CCI, ATR, ChaikinAD
- Moving Averages: 5/20/50/100 day simple/exponential moving averages

First stock/etf/crypto provided is used as the reference instrument for correlations

If time period is provided then closest available time period is selected. E.g. 65-day correlation returns 50 day correlation

Smart shortcuts exist like examples below. Historical information is available

Examples

is $aapl correlated with $msft
correlations between $aapl $msft $tsla from 2024-11-01

Available: 5, 10, 20, 50, 100 & 1-year correlations

You can use special shortcuts as identifiers in order to not worry about stock/etf/crypto symbols and names

Dictionary typically maps to largest most liquid ETFs or cryptos that closely matches the category

Symbol	Special	Category
$SPY	$market, $sp500	index
$IWM	$russell2000	index
$IWB	$russell1000	index
$XLC	$communication	sector
$XLY	$discretionary	sector
$XLP	$staples	sector
$XLE	$energy	sector
$XLF	$financials	sector
$XLV	$healthcare	sector
$XLK	$technology	sector
$XLI	$industriaks	sector
$XLB	$materials	sector
$XLRE	$realestate	sector
$XLU	$utilties	sector
$FXI	$china	region
$INDA	$india	region
$EWZ	$brazil	region
$EWC	$canada	region
$EWG	$germany	region
$EWJ	$japan	region
$EWW	$mexico	region
$EZA	$southafrica	region
$EWY	$korea	region
$EEM	$emerging	region
$EZU	$europe	region
$GLD	$gold	benchmarks
$SLV	$silver	benchmarks
$HYG	$highyield	benchmarks
$TLT	$treasuries	benchmarks
$VIG	$dividendgrowth	strategies
$VUG	$growth	strategies
$HDV	$highdividend	strategies
$MTUM	$momentum	strategies
$VTV	$value	strategies
$KBE	$banks	themes
$IBB	$biotech	themes
$ITB	$homebuilders	themes
$IPO	$ipos	themes
$VV	$largecap	themes
$VUG	$largecapgrowth	themes
$VTV	$largecapvalue	themes
$VO	$midcap	themes
$IWP	$midcapgrowth	themes
$IWS	$midcapvalue	themes
$VB	$smallcap	themes
$VBK	$smallcapgrowth	themes
$VBR	$smallcapvalue	themes
$BTCUSD	$btc	crypto
$ETHUSD	$eth	crypto
$ADAUSD	$cardano	crypto
$DOGEUSD	$doge	crypto
$LTCUSD	$litecoin	crypto
$XRPUSD	$ripple	crypto
$USDTUSD	$tether	crypto

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Anomaly Detection for ProShares Short VIX Short-Term Futures

Information for ProShares Short VIX Short-Term Futures

Compare ProShares Short VIX Short-Term Futures with other assets

Ask brAIn Experimental