{"available":true,"as_of":"2026-09-23","kind":"combo","rule":{"VOLATILITY":["HIGH","EXTREME"],"SENTIMENT":["BEARISH","VERY_BEARISH"]},"slug":"volatility-shock","facts":{"first":"1983-01-03","last":"2026-09-23","measured":11018,"sessionsOn":1216,"share":0.11036485750589944,"episodes":301,"medianRun":2,"longestRun":148,"lastEpisode":{"start":"2026-03-26","end":"2026-04-08"},"inForce":false,"since":null},"years":[{"year":1983,"share":0},{"year":1984,"share":0},{"year":1985,"share":0.067},{"year":1986,"share":0.004},{"year":1987,"share":0.233},{"year":1988,"share":0.087},{"year":1989,"share":0.075},{"year":1990,"share":0.087},{"year":1991,"share":0.067},{"year":1992,"share":0.035},{"year":1993,"share":0.067},{"year":1994,"share":0.067},{"year":1995,"share":0.008},{"year":1996,"share":0.098},{"year":1997,"share":0.126},{"year":1998,"share":0.218},{"year":1999,"share":0.032},{"year":2000,"share":0.139},{"year":2001,"share":0.153},{"year":2002,"share":0.282},{"year":2003,"share":0.036},{"year":2004,"share":0.036},{"year":2005,"share":0.091},{"year":2006,"share":0.064},{"year":2007,"share":0.163},{"year":2008,"share":0.383},{"year":2009,"share":0.345},{"year":2010,"share":0.099},{"year":2011,"share":0.222},{"year":2012,"share":0.032},{"year":2013,"share":0.079},{"year":2014,"share":0.079},{"year":2015,"share":0.095},{"year":2016,"share":0.071},{"year":2017,"share":0.048},{"year":2018,"share":0.151},{"year":2019,"share":0.052},{"year":2020,"share":0.281},{"year":2021,"share":0.079},{"year":2022,"share":0.171},{"year":2023,"share":0.064},{"year":2024,"share":0.099},{"year":2025,"share":0.148},{"year":2026,"share":0.121}],"assets":[{"symbol":"XLK","n":902,"annReturn":45.29,"annReturnAll":12.41,"annExcess":18.45,"annVol":41.97,"hitRate":0.551,"from":"1998-12-22"},{"symbol":"XLC","n":272,"annReturn":40.36,"annReturnAll":12.32,"annExcess":7.15,"annVol":35.32,"hitRate":0.5735,"from":"2018-06-19"},{"symbol":"XLY","n":902,"annReturn":25.32,"annReturnAll":10.38,"annExcess":-1.52,"annVol":38.3,"hitRate":0.5466,"from":"1998-12-22"},{"symbol":"XLF","n":902,"annReturn":29.87,"annReturnAll":7.79,"annExcess":3.03,"annVol":55.99,"hitRate":0.531,"from":"1998-12-22"},{"symbol":"XLI","n":902,"annReturn":18.79,"annReturnAll":9.41,"annExcess":-8.05,"annVol":37.09,"hitRate":0.5432,"from":"1998-12-22"},{"symbol":"XLB","n":902,"annReturn":18.37,"annReturnAll":8.46,"annExcess":-8.48,"annVol":39.98,"hitRate":0.5388,"from":"1998-12-22"},{"symbol":"XLE","n":902,"annReturn":3.16,"annReturnAll":10.18,"annExcess":-23.68,"annVol":49.55,"hitRate":0.5222,"from":"1998-12-22"},{"symbol":"XLRE","n":315,"annReturn":6.41,"annReturnAll":5.05,"annExcess":-25.85,"annVol":37.19,"hitRate":0.5556,"from":"2015-10-08"},{"symbol":"XLV","n":902,"annReturn":16.91,"annReturnAll":8.49,"annExcess":-9.93,"annVol":30.21,"hitRate":0.5366,"from":"1998-12-22"},{"symbol":"XLP","n":902,"annReturn":7.45,"annReturnAll":5.27,"annExcess":-19.39,"annVol":25.09,"hitRate":0.5288,"from":"1998-12-22"},{"symbol":"XLU","n":902,"annReturn":5.99,"annReturnAll":5.4,"annExcess":-20.85,"annVol":34.53,"hitRate":0.5399,"from":"1998-12-22"},{"symbol":"SPY","n":1050,"annReturn":30.93,"annReturnAll":10.24,"annExcess":null,"annVol":34.24,"hitRate":0.5552,"from":"1993-01-29"},{"symbol":"QQQ","n":901,"annReturn":47.12,"annReturnAll":13.35,"annExcess":20.43,"annVol":41.02,"hitRate":0.5383,"from":"1999-03-10"},{"symbol":"IWM","n":882,"annReturn":25.31,"annReturnAll":9.78,"annExcess":-1.27,"annVol":40.53,"hitRate":0.5454,"from":"2000-05-26"},{"symbol":"TLT","n":790,"annReturn":-12.63,"annReturnAll":0.97,"annExcess":-43.12,"annVol":19.73,"hitRate":0.4671,"from":"2002-07-30"},{"symbol":"GLD","n":732,"annReturn":5.72,"annReturnAll":11.67,"annExcess":-20.26,"annVol":25.93,"hitRate":0.5246,"from":"2004-11-18"}]}