Jan 2021 to Jun 2026 • S&P 500, VIX, 10Y Treasury yield, and Fed Funds
This dashboard tracks macro regimes inferred from market volatility and rate behavior. Bull periods align with sub-20 VIX readings and comparatively stable Treasury moves, bear periods require both elevated VIX above 25 and rapidly rising rates, and base captures the middle ground.
The regime overlays are meant to contextualize the path of the S&P 500, not replace the underlying time series. Use the background bands and cross-sectional charts together to compare how volatility and rates cluster with later market outcomes.
Over the most recent 126 observations, bull conditions accounted for 71.4%, base for 28.6%, and bear for 0.0%. The latest observation remains in a bull state, with volatility back near the lower end of the sample and no bear observations in the latest six-month window.
Historically, the strongest separation in forward returns appears between bull and bear states: bull observations have averaged 10.4% over the next six months versus -13.2% in bear conditions. Base periods have been close to flat at 1.1%.
| Regime | Count | Probability | Avg 6M Return | Avg VIX | Avg Fed Funds | Avg 10Y | Avg Run Length |
|---|---|---|---|---|---|---|---|
| Bull | 834 | 58.4% | 10.4% | 16.1 | 4.01% | 3.76% | 15.7 |
| Base | 486 | 34.0% | 1.1% | 22.8 | 2.29% | 2.93% | 7.6 |
| Bear | 109 | 7.6% | -13.2% | 28.7 | 1.97% | 3.35% | 9.9 |