COVOL data for
COVOL Loadings
| Loading | VW Loading | |
|---|---|---|
| iShares Russell 1000 Growth | 0.2757 | 0.4825 |
| Technology Select Sector SPDR | 0.2575 | 0.6844 |
| iShares Global Energy | 0.2550 | 0.7318 |
| Energy Select Sector SPDR | 0.2506 | 0.8473 |
| Financial Select Sector SPDR | 0.2351 | 0.7615 |
| iShares Russell 1000 Value | 0.2332 | 0.3433 |
| Princ Comp #1 | 0.2261 | 0.3330 |
| S&P GSCI Gold Spot | 0.2218 | 0.2642 |
| iShares 7-10 Year Treasury Bond | 0.2148 | 0.0403 |
| iShares iBoxx $ Investment Grade Corporate Bond | 0.2105 | 0.0561 |
| S&P GSCI Crude Oil | 0.2087 | 1.3259 |
| Consumer Staples Select Sector SPDR | 0.2042 | 0.1871 |
| iShares Select U.S. REIT | 0.2040 | 0.6495 |
| Utilities Select Sector SPDR | 0.1879 | 0.2828 |
| iShares Russell 2000 Value | 0.1877 | 0.4272 |
| iShares Russell 2000 Growth | 0.1855 | 0.4710 |
| EAFE | 0.1828 | 0.3242 |
| Health Care Select Sector SPDR | 0.1804 | 0.2349 |
| Consumer Discretionary Select Sector SPDR | 0.1681 | 0.3502 |
| ICE United States Dollar 4PM London Close | 0.1662 | 0.0341 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Nov 6, 2024 | 49.27 | Donald Trump elected president of the United States |
| 2 | Sep 17, 2001 | 48.26 | Market reopens after Sept 11th |
| 3 | Jan 10, 2000 | 45.36 | America On-line announces an agreement to buy Time Warner |
| 4 | Nov 9, 2016 | 43.37 | Donald Trump elected president of the United States |
| 5 | Mar 9, 2020 | 40.24 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 6 | Nov 9, 2020 | 32.78 | COVID - Pfizer early trial data suggests vaccine is 90% effective; Oil soars 8% on promising COVID-19 vaccine results; Joe Biden elected president of the United States |
| 7 | Sep 16, 2008 | 30.57 | Global Financial Crisis |
| 8 | Nov 28, 2014 | 25.14 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 9 | Jul 3, 2014 | 22.22 | |
| 10 | Nov 4, 2020 | 21.99 | US Presidential Elections |
| 11 | Jan 3, 2001 | 20.06 | Fed surprise 50 bps interest rate cut |
| 12 | Jun 24, 2016 | 19.53 | Brexit |
| 13 | Apr 3, 2025 | 19.00 | Global equities slide as U.S. imposes broad new import tariffs |
| 14 | Oct 10, 2008 | 18.45 | Global Financial Crisis - Global stock market crash |
| 15 | Aug 8, 2014 | 18.33 | Russia announces desire to de-escalate Ukraine conflict |
| 16 | Oct 13, 2008 | 16.50 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 17 | Feb 5, 2002 | 16.19 | |
| 18 | Feb 4, 2000 | 15.75 | |
| 19 | Jan 27, 2025 | 14.70 | DeepSeek model challenges United States dominance in Artifical Intelligence |
| 20 | Jan 7, 2000 | 13.82 |