Bivar Capital — Quantitative Research

Can the VIX ReduceMomentum Drawdowns?

The MA drives returns. The VIX protects against tail risk. We test whether adding VIX-based exits to our momentum strategy can reduce drawdowns without sacrificing returns. The answer: a specific VIX filter cuts max drawdown by 30% at a cost of less than 0.5% CAGR. Applied to our momentum strategy on US large-cap equities. 254 months, 2005–2026.

I. Summary

GROWTH OF $100,000 — MA200 vs VIX COMBINATIONS $100K $200K $500K $1.0M $2.0M S&P 500 MA200 (base) MA200 + VIX>25 rising MA200 + VIX<=25 No filter 2007 2010 2013 2016 2019 2022 2025
0.81
MA200 Sharpe
0.81
Best VIX combo
-31.1%
MA200 MaxDD
-22.3%
Best VIX MaxDD

The VIX does not improve the Sharpe ratio. No VIX-based filter, in any configuration tested, produces a higher Sharpe than the MA200 alone. However, one specific combination — adding a “VIX > 25 and rising” exit on top of MA200 — reduces maximum drawdown from -31.1% to -22.3% at a cost of only 0.4pp CAGR. This is the only actionable finding.

II. VIX Level as Sole Regime Filter

Can the VIX replace MA200 entirely? We go to cash whenever the end-of-month VIX closes above a threshold, ignoring the S&P MA200.

VIX LEVEL AS SOLE REGIME FILTER $100K $200K $500K $1.0M $2.0M $5.0M S&P 500 MA200 (base) VIX <= 25 VIX <= 30 VIX <= 35 No filter 2007 2010 2013 2016 2019 2022 2025
FilterCAGRAlphaSharpeSortinoMax DDVolCash Mo$100K →
MA200 (base)+17.6%+9.1%0.81 «1.19-31.1%18.0%53/254$3,092,210
No filter+18.7%+10.2%0.701.01-55.3%22.4%0/254$3,771,980
VIX <= 20+12.4%+3.8%0.580.75-26.5%16.2%81/254$1,177,432
VIX <= 25+15.6%+7.0%0.640.83-38.8%19.5%45/254$2,145,765
VIX <= 30+16.3%+7.7%0.630.84-40.8%20.9%22/254$2,422,618
VIX <= 35+19.4%+10.9%0.761.05-38.0%21.6%12/254$4,293,191
VIX <= 40+19.0%+10.5%0.731.03-48.7%21.9%8/254$3,993,136

VIX alone is strictly worse than MA200. Best VIX-only Sharpe is 0.76 (VIX ≤ 35) vs 0.81 for MA200. Lower thresholds (VIX ≤ 20) produce excessive cash months (81 vs 53), killing CAGR. Higher thresholds (VIX ≤ 40) leave you exposed to −49% drawdowns. The VIX oscillates too quickly for a monthly rebalance schedule — it triggers false alarms on temporary spikes and misses slow-building downtrends that MA200 catches.

III. VIX Relative to Its Own Moving Average

Instead of an absolute level, we test whether the VIX’s direction matters. Invest only when VIX is below its own N-day moving average (fear declining). No S&P MA200.

FilterCAGRAlphaSharpeSortinoMax DDVolCash Mo$100K →
MA200 (base)+17.6%+9.1%0.81 «1.19-31.1%18.0%53/254$3,092,210
VIX < VIX_MA10+8.4%-0.2%0.350.35-35.4%15.4%138/254$546,342
VIX < VIX_MA20+7.2%-1.4%0.270.29-39.2%15.7%123/254$435,029
VIX < VIX_MA50+8.2%-0.3%0.330.33-35.9%15.8%111/254$532,075
VIX < VIX_MA100+7.5%-1.1%0.260.28-42.5%17.0%94/254$459,931

VIX trend signals are ineffective. Sharpe ranges from 0.26 to 0.49 — all far below the MA200 baseline. The VIX mean-reverts too quickly: by the time it crosses below its MA, the risk event is often already over. Contrarian signals (invest when VIX is rising) fare no better.

IV. VIX Percentile Rank

Invest only when the VIX’s 1-year rolling percentile rank is below a threshold. This normalises for different VIX regimes across decades.

FilterCAGRAlphaSharpeSortinoMax DDVolCash Mo$100K →
MA200 (base)+17.6%+9.1%0.81 «1.19-31.1%18.0%53/254$3,092,210
VIX pctl <= 50%+7.8%-0.8%0.320.32-25.9%14.9%119/254$485,821
VIX pctl <= 70%+9.1%+0.6%0.370.42-37.2%16.8%79/254$637,627
VIX pctl <= 80%+10.9%+2.4%0.410.50-47.1%19.3%49/254$900,703
VIX pctl <= 90%+13.5%+4.9%0.520.66-47.7%20.1%35/254$1,453,421

Percentile rank is no better. Even at the 90th percentile threshold (only exit when VIX is in its top 10% over the trailing year), Sharpe is just 0.52. The approach spends too much time in cash during normal elevated-VIX periods that precede strong rallies.

V. MA200 + VIX Combined

The most promising approach: keep MA200 as the primary filter, and add VIX as a supplementary exit signal. Go to cash if MA200 triggers OR if the VIX condition triggers.

MA200 + VIX COMBINATIONS $100K $200K $500K $1.0M $2.0M S&P 500 MA200 only + VIX<=25 + skip VIX>25 rising + VIX<=35 2007 2010 2013 2016 2019 2022 2025
FilterCAGRAlphaSharpeSortinoMax DDVolCash Mo$100K →
MA200 only (base)+17.6%+9.1%0.81 «1.19-31.1%18.0%53/254$3,092,210
MA200 AND VIX <= 22+11.4%+2.8%0.530.69-28.7%15.9%80/254$976,881
MA200 AND VIX <= 25+15.5%+7.0%0.731.03-22.3%17.2%67/254$2,121,446
MA200 AND VIX <= 28+15.7%+7.1%0.721.03-31.1%17.7%57/254$2,185,557
MA200 AND VIX <= 30+15.7%+7.1%0.721.03-31.1%17.7%57/254$2,185,557
MA200 AND VIX <= 35+17.0%+8.4%0.781.14-31.1%17.8%54/254$2,752,321
MA200, skip VIX>22 & rising+13.7%+5.1%0.660.88-28.7%16.2%73/254$1,504,736
MA200, skip VIX>25 & rising+17.2%+8.6%0.81 «1.17-22.3%17.4%62/254$2,858,224
MA200, skip VIX>30 & rising+16.2%+7.6%0.741.07-31.1%17.7%56/254$2,386,699

One combination matches the base Sharpe while cutting drawdown by 9 percentage points.

MA200, skip VIX>25 & rising achieves Sharpe 0.81 (same as base), CAGR +17.2% (vs +17.6%), and max drawdown of −22.3% (vs −31.1%). It requires 62 months in cash vs 53 for the base — 9 extra months over 21 years.

The logic: exit when the VIX is above 25 and rising (above its own 50-day average). This catches the specific scenario of growing fear while ignoring isolated spikes that resolve quickly. The MA200 handles slow downtrends; the VIX condition adds early warning for volatility-driven selloffs.

VI. Why VIX Fails as a Primary Filter

Too reactive
VIX spikes and mean-reverts within days. Monthly rebalance is too slow to exploit VIX signals — by month-end, the spike is often over.
False positives
VIX routinely exceeds 20–25 during healthy corrections that precede strong rallies. Exiting on VIX level alone means missing the recovery.
Misses slow bears
The 2022 bear market saw VIX mostly below 35. MA200 caught the trend; VIX did not trigger at standard thresholds.
MA200 is structural
The 200-day moving average reflects the market’s actual price trend — the thing that directly determines portfolio returns. VIX reflects expected volatility, which is correlated but not causal.
Signal frequency mismatch
VIX is a daily/intraday signal. Our strategy rebalances monthly. The mismatch means most VIX information is lost by the time we act on it.
Regime vs event
MA200 identifies regimes (bull/bear). VIX identifies events (spikes/panics). Momentum is a regime strategy, not an event strategy.

VII. Verdict

Do not replace MA200 with VIX. The MA200 remains the superior regime filter for monthly momentum strategies. The VIX oscillates too quickly, produces too many false signals at a monthly frequency, and misses slow-building downtrends.

Optional addition for drawdown reduction: Adding a “skip when VIX > 25 and rising above its 50-day MA” rule on top of MA200 reduces max drawdown from -31.1% to -22.3% at negligible cost to CAGR (0.4pp) and no cost to Sharpe. This is the only VIX configuration worth implementing.

VIII. Methodology

Strategy
6-0 momentum, top 20, >$5B, EBIT > 0, equal weight
VIX source
CBOE VIX daily close (Yahoo Finance)
VIX signal
End-of-month close, compared to threshold or own MA
Cash yield
0%
Period
January 2005 – March 2026 (254 months)
Benchmark
S&P 500 Total Return
Risk-free rate
3% (Sharpe, Sortino)
Tests run
VIX level (9 thresholds), VIX vs own MA (4 windows), percentile rank (4 thresholds), MA200 combos (11 variants)