The Spike Analyzer scans the full price history of each ETF and instantly shows you what happened every time a spike of that magnitude occurred. Forward returns, win rates, time back to all-time lows — from real data, not guesswork.
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Type a number — 10%, 50%, 200%, anything. The tool accepts any spike level from 1% to 500%. Results compute instantly as you type, with no loading or delay.
Using a running all-time-low algorithm, the Spike Analyzer identifies every historical instance where the ETF spiked by that percentage above its ATL. Each spike is a unique cycle — only one spike is counted per ATL reset, eliminating noise from consolidation moves.
For every matching spike, the tool calculates forward returns at 5, 15, and 30 days, tracks intraday highs and lows within each window, and measures how long it took to set a new all-time low. You get the complete statistical picture in seconds.
Each spike lookup returns over 25 data points across four categories. Here's what you get.
How many times has a spike of this magnitude happened? And on average, how many trading days between occurrences? A +25% spike might happen every 30 days. A +150% spike might happen once every 2 years.
The defining metric for decay traders. Average, median, shortest, and longest time for the ETF to break below its previous ATL after spiking. Resolved vs. unresolved spikes are tracked separately.
At 5, 15, and 30 days after the spike, what percentage of the time was the price lower? Displayed with sample counts (e.g., 7/10) so you can judge statistical significance yourself.
The average can be misleading when outliers pull it in one direction. The median shows you the typical outcome. When these two numbers diverge sharply, it tells you the distribution is skewed — and the median is the better guide.
What's the worst-case move against a short position? The intraperiod spike tracks the highest intraday price reached during the window. The biggest return shows the maximum close-to-close gain. Essential for sizing and stop placement.
How fast can the decay move in your favor? The intraperiod crash tracks the lowest intraday price within the window. The lowest return shows the maximum close-to-close decline. Know the full range of historical outcomes.
Every metric is computed across three time horizons so you can match the analysis to your holding period. Short-term scalps, swing trades, or longer-duration positions — all covered.
When a tracker is open, a live condition box appears on the chart showing the current spike level with average, median, shortest, and longest time back to ATL — automatically updated as the price moves.
The Spike Analyzer is included free with every CI Volatility membership — along with decay projections, spike ladders, 8 courses, and more.
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