Shows what historically happened the next trading day based on today’s move. In Range mode, it finds days with a similar move within a ± window. In Custom mode, enter any percentage to find all days that moved at least that much. Stats include next-day green rate, average and median returns, and a full distribution chart.
Based on today's move, what historically happened the next trading day
VIX Regime:
Parameters
Today's Move
Range Tolerance
VIX Regime
Filters by the VIX closing level on the day of the move. Auto-selects based on the current live VIX level. Only historical days where VIX closed within the selected regime are included.
Moving Average
Filters by the ticker's position relative to its 5-day MA. Uses the short-term 5D average to match this tool's next-day focus.
Small sample size — consider widening the match range for more reliable results.
Members-Only Tool
The Tomorrow's Forecast is a premium tool available exclusively to CI Volatility members. Get access to next-day probability analysis, distribution charts, and VIX regime filtering.