Whenever #Nifty & #BankNifty closes less than -1% on Fridays, what happens on Monday and what happens on next 30 days. Interesting analysis, will be sharing the details shortly.

Only 7 times in last 11 years, #IndiaVix moved more than 15% on Fridays and only 2 times Vix dropped on following Monday, rest all the time Vix increased on Monday as well.

After Friday’s Vix big move, What happens after 30 days, all 7 times the Vix went up much higher in next 30 days. So this Friday’s fall could be start of the next big volatile sessions in the coming weeks

With 25 years of data, 251 times Nifty dropped < -1% on Fridays, 58% of the time following Monday witnessed further fall, average move on such Mondays are -1.8%

This how Nifty moved in next 30 days, after the Friday fall. Market continued to slide in next 30 days as well. 58% of the time next 30 days returns turned negative.