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选前不确定性上升,VIX 飙升

2020-10-26 geo political 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-2.01% -1.41% +3.02%
DIA Dow 30
-4.16% +0.55% +8.74%
EEM Emerging Markets
-2.08% +2.60% +11.72%
EWJ Japan
-1.00% +2.15% +12.06%
FXI China Large Cap
-1.81% +5.06% +4.18%
GLD Gold
-1.36% +0.15% -3.57%
IEF 7-10yr Treasuries
+0.22% +0.25% -0.53%
IWM Russell 2000
-3.91% +0.55% +19.86%
QQQ Nasdaq 100
-3.15% +2.30% +7.86%
SHY 1-3yr Treasuries
+0.00% +0.01% +0.03%
SLV Silver
-3.67% -1.64% -1.28%
SPY S&P 500
-3.75% +1.22% +8.06%
TLT 20+yr Treasuries
+0.77% +1.11% -0.59%
UNG Natural Gas
+1.30% -5.85% -24.31%
USO Crude Oil
-2.95% +1.22% +18.44%
UUP USD Index
+0.44% +0.36% -2.59%
VIXY VIX Futures
+14.93% -7.03% -28.04%
VTI Total US Market
-3.70% +1.20% +9.73%
XLB Materials
-3.75% +1.27% +10.82%
XLC Communication Services
-3.31% +3.11% +9.53%
XLE Energy
-5.43% +0.92% +41.98%
XLF Financials
-4.34% -0.49% +16.49%
XLI Industrials
-5.40% +0.32% +11.90%
XLK Technology
-3.76% +1.41% +7.50%
XLP Consumer Staples
-3.18% -0.36% +4.06%
XLRE Real Estate
-3.47% +1.25% +2.98%
XLU Utilities
-2.98% -1.59% -4.00%
XLV Healthcare
-3.84% +2.85% +5.16%
XLY Consumer Discretionary
-3.21% +0.16% +4.67%

US Election Uncertainty — Volatility, Dollar, and EM Reactions

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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