See What Others Miss. Before It Moves.
A real-time anomaly detection engine that scans the full price history of every volatility ETF and surfaces the signals that matter today — opening gaps, cross-asset divergences, overdue spikes, VIX structure shifts, and more.
Get Access — Free With MembershipVol Radar runs continuously so you don't have to. Multiple layers of analysis, zero manual effort.
The moment you open the dashboard, Vol Radar fetches full daily candle data for every tracked ticker and builds a running all-time-low model. Every spike cycle, every ATL reset, every frequency window — computed in seconds.
The engine compares today's conditions against historical baselines using percentile ranks, frequency ratios, cross-asset divergences, and episode-based analysis. An alert only fires when a metric is statistically significant — no noise, only signals backed by data.
Every alert includes the data behind it — how many times this has happened before, what the historical outcome was, and what the odds are of the next move. You see the signal and the evidence in one glance.
Vol Radar runs a growing library of detector types across every tracked ticker. Here are some of the signals it surfaces automatically.
Measures the gap since the last all-time low and fires when it exceeds the 80th percentile of historical ATL gaps. Tells you the floor hasn't dropped in an unusually long time — a potential setup for both spike traders and decay watchers.
Uses five rolling frequency windows (30d to 1.5Y) to identify when a spike at a historically common level is overdue. If a +25% spike typically happens every 90 days and it's been 200 days, you'll know.
Fires when the current spike crosses a key frequency threshold (30d, 90d, 180d, 1Y, or 1.5Y level). Includes historical continuation rates — how often hitting one level led to the next.
Detects when recent ATL frequency (past 20 days) is running at 2x or more the historical average. The floor is dropping faster than normal — spike levels reset more aggressively.
Tracks pullbacks of 10%, 20%, and 50% from cycle peak spikes. Includes historical recovery rates — how often similar pullbacks led to higher spikes before a new ATL.
Fires the day a ticker breaks below its previous all-time low. All spike calculations reset from the new baseline — every percentage level recalibrates to a lower floor.
Monitors VIX spot against levels at 20, 30, 40, 50, 60, and 80. When a level is crossed, you see how many times it happened before and the historical odds of reaching the next level.
Detects VX1 above VX2 (backwardation) and VX1 above spot VIX (futures premium). Term structure reveals what the market is pricing in that spot VIX doesn't show.
Fires when a ticker opens with a significant gap (≥2%) above or below yesterday's close. Backtests every historical instance at the same threshold to show how often the gap held vs. faded and the average open-to-close return.
Detects winning or losing streaks of 3+ consecutive days. Includes historical reversal rates — how often a streak of that length ended with a reversal vs. continued for another day.
Monitors three divergence patterns: VIX red while leveraged ETFs are green, SPX green while vol ETFs are also green, and SPX dropping while VIX falls too. Each includes next-day historical outcomes.
Captures unusually large intraday drops and dip-recovery patterns (drops ≥5% intraday but closes green). Shows how often similar intraday action led to follow-through or reversal the next day.
Vol Radar is included free with every CI Volatility membership — along with spike analyzers, decay projections, probability ladders, and 11 purpose-built tools.
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