VX Futures Ignore Hot Inflation, Expect Transitory Rise
Live from DFW on the way to LAX. $VX futures don't seem to give much of a 💩 about inflation running hot. Must be transitory. https://t.co/VDTd7Pcjyz
VIX Squeeze Template: Warning Signs & Essential Reading
My VIX squeeze template built on @AndrewThrasher concepts. To avoid confusion, my green checks are warning signs. His paper is a perennial. Do yourself the favor of reading it. https://t.co/qzePB8O2Zn https://t.co/253fqrOzJ2
10‑Week MA Reveals Dot‑Com Bubble Overbought Spike
OK. My bad. Weekly price chart. Need to adjust MA to 10 weeks (50 days). We did get even more OB back in the DotCom bubble. That ended well, right? 😉 https://t.co/qyMoaY829y
High-Yield Bond Flash Warning: Historical Chart Worth Watching
Tom clued me into this a number of years ago. Here's a look that goes back farther and highlights a couple of other times when it's been valuable (2018 and 2022). Nothing's perfect but this one should be on your...
Advisors Recommend Long/Short Without Understanding—TaxAlphaInsider Steps In
The number of advisors recommending long/short to their clients > than the number of advisors who actually understand long/short. @TaxAlphaInsider is here to help eradicate ignorance.
REITs Surge in Relative Strength, Model Shows
Anyone else noticing REITs climbing the ranks of relative strength. One of my models @ETFreplay https://t.co/eybq3g61Kl
Spot Volatility Beta Stays Above Long‑Term Average Since August
For what it's worth, spot/vol beta is hanging out above the long-term average and has been since that big spike in August 2024. Trump 2.0 working to fulfill the promise to Make Volatility Great Again. h/t Robby @HalfersPower https://t.co/RdTb6wMAqc
Rising T‑Rates May Trigger Emerging Market Problems
Coach thinks T-rates could turn higher from here. That could cause a few problems. https://t.co/rnBUpVg4z1
Vol Sellers Fade as Inverse Volatility Spikes, Then Stalls
From the $SPX low on 3/30 through 4/14, $SPX was up 9.8% while $SVIX (inverse vol) rocketed 31% higher. Since 4/14, $SPX is up another 2.3% while $SVIX has run out of gas, up a measly 0.7%. Vol sellers have...
SPY Climbs, VIX Falls, yet VIXY Rises—Who's
Just one day and it's not over - $SPY up ✅ $VIX down ✅ but VIXY up ❌ Which one of you is buying VIX futures?? 🤔 https://t.co/h1DXe2Bnxh
April VIX Futures Will Mirror Spot Until Expiry
Monthly public service announcement. The April VIX futures contract will expire Wednesday morning. It will stick like glue to spot VIX between now and then. In the meantime, I guess uncertainty in the Middle East is a nonissue. https://t.co/8eThjEF0EO
Tail Risk Peaked Early, Vanished Before SPX Bottom
Weekend blog post features a chart built on the unique data found only @Nations_Indexes. Did you notice that tail risk (red line) peaked early in the correction and had faded by the time SPX hit its low? That was interesting...
Monthly MACD/PPO Red Bars Signal Upcoming Trouble
Chart referred to by @StocktonKatie on a recent @excessreturnpod. Monthly $SPX with percent price oscillator (PPO). Katie used MACD. I prefer PPO over long time periods, but same message. Nothing bad happens until monthly MACD/PPO is red. First red bars...
VIX Futures Flatten, Term Structure Normalizes Yet Remains Elevated
Here's what I'm looking at. VX futures are more flat than backwardated when compared to 3/27 levels. And the futures "curve" is tangled up with spot VIX. This is obviously a big improvement but still not "bullish." Meanwhile, the @CBOE...
VIX9D Slightly Below VIX Amid Broad Market Decline
The only thing vaguely positive about this chart is that $VIX9D is just a hair below $VIX. Otherwise, it's all bad news. https://t.co/bwp5uLxYty