As VIX rises, pullbacks/corrections get bigger

As the crisis onsets, the pullbacks and corrections (ROC14) get bigger as VIX rises:

Mar 2007   -5%

Jul 2007   -6%

Nov 2007  -7%

Jan 2008   -12%

Oct 2008   -32%

And as seen below, VIX crises after holidays:

June (sometimes), Oct, and Jan:

And since 2015, they come in waves of VIX 20 here as well see Aug 2015 followed by Jan 2016:

 

 

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