COVID Crash Week
March 16-20, 2020
Interactive walkthrough of the most volatile week in modern market history.
What Happened
“Circuit breakers were triggered during the pandemic selloff”
The Federal Reserve had reduced the target range and announced Treasury and agency MBS purchases
239.85
82.69
838 bp
Above generated high-spread boundary
Monday
Mar 16, 2020
What VantMacro Would Have Shown
Crisis/Liquidation
Classifier accuracy has not been calibrated
Post-Shock Recovery
Observed next-regime frequency: 37.1%
Median: 3 days
Based on 116 observed periods
Compare to 397 Historical Transitions
Compare this case study with the generated regime history from 2003-12-25 to 2026-07-16.
This case study uses historical data for educational purposes. Past performance does not guarantee future results. The regime classifications shown are based on VantMacro's empirical framework applied retrospectively.