They leave a lot to the imagination. Consider 'The empty swing moved by itself.' It doesn't explain why, and that's what makes it so terrifying. Your mind fills in the blanks with all kinds of horrible possibilities, and that's the power of very very short horror stories.
Many horror very short stories rely on a sense of isolation. The characters in these stories are often alone or cut off from help. In 'The Landlady', the young man is alone in the boarding house with the strange landlady. And they usually have a strong atmosphere. Whether it's the oppressive feeling in 'The Yellow Wallpaper' or the general sense of dread in 'The Monkey's Paw'.
One story is about a girl who moved into a new old house. Every night, she heard strange scratching noises from the attic. One day, she finally went up there and saw a long, bony hand reaching out from a small hole in the wall.
Sudden twists. Like when you think a character is safe and then suddenly they're in mortal danger. In a short story, this can be really shocking. For instance, a person thinking they escaped a haunted place but then finding out they're still trapped in some other way. It plays on our sense of false security.
Focus on one key idea. For instance, if you want to write about hope, build a short story around a single image like a flower growing through a crack in the pavement.
One very scary horror story is about a haunted house. People who enter it start to see apparitions of a family that was brutally murdered there long ago. They hear the screams of the victims and feel cold hands touching them in the dark.
The best markets for very very short stories include ezines such as 'Daily Science Fiction'. They are always on the lookout for short and engaging stories. Social media platforms can also be considered. For example, Twitter has a growing community of 'Twitterature' where people write and share very short stories. You can also look into self - publishing on platforms like Amazon Kindle Direct Publishing. You have full control over your very short story's publication and can potentially reach a global audience.