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Crisis/LiquidationDay 3-7 of 33-day crisis
COVID Crash Week
March 16-20, 2020
Interactive walkthrough of the most volatile week in modern market history.
What Happened
“Circuit breakers triggered - worst day since 1987”
Fed Action
Emergency rate cut to 0-0.25%, $700B QE announced (March 15)
S&P 500
2,386
-11.98%
VIX
82.69
+43.20%
HY Spreads
1087 bp
Extreme stress
Session
Monday
Mar 16, 2020
What VantMacro Would Have Shown
Regime
Crisis/Liquidation
Confidence: 94%
Most Likely Next
Post-Shock Recovery
Probability: 88.5%
Historical Duration
Median: 4 days
Based on 26 occurrences
Compare to 427 Historical Transitions
See how this crisis compares to every regime transition since 2003. Get full asset performance data and historical context.
Full regime history (2003-present)
Asset performance by regime
Transition probability models
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.