Forecast what any stock will do today based on its opening gap
How close a historical gap must be to today's to count as a match.
Smaller = stricter match (fewer samples). Larger = looser (more samples).
Narrows the sample to days where VIX at the 9:30 AM open was in the chosen regime.
< 20: calm regime — low implied volatility, smooth trends.
20-30: elevated regime — choppier tape, regime transitions.
> 30: crisis regime — sharpest moves, highest uncertainty.
| # | Date | Prev Close | Open | Close | VIX | Gap % | Open→Close |
|---|