Stocks that benefit from Volatility

Description:

As I write this, the VIX is up greater than 20%. Its only done this on 9 other occasions in the past 10 years. To the left are the 10 stocks that performed the best, on average during the month after a 20% up day in the VIX.

Here are those dates, plus where the SPY was then and one month later:

Symbol Entry Date Entry Price Exit Price % Change
SPY 10/28/1997 84.13 94.72 12.59
SPY 8/28/1998 104.66 103.94 -0.68
SPY 9/18/2001 104.02 108.98 4.76
SPY 9/4/2002 88.35 85.47 -3.27
SPY 4/18/2005 114.12 115.72 1.4
SPY 1/23/2006 126.21 128.81 2.06
SPY 5/18/2006 127.38 126.12 -0.99
SPY 5/31/2006 126.58 123.91 -2.11
SPY 7/14/2006 124.16 127.37 2.59

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