SPX and sectors correlations 10 day Period, Advance Decline ratio (ADL) and ADL correlation 10 day Period Sector Correlations XLY Consumer Discretionary XLP Consumer Staples XLE Energy XLF Financials XLV Health Care XLI Industrials XLB Materials XLK Information Technology XLU Utilities
Different US yield curves analysis ...
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
Simple analysis of es_f futures contracts spreads and non commercial commitment of traders positioning .... Looks a bit stretched for bulls.
A simple analysis of the vix / vxv ratio where spx points are near term upside capped...
First situation analysis: NYSE Ask panic volume antecipation of index declining Second situation analysis : NYSE capitulation based on strong decline volume
Junk bond yield spreads and implications for spx drops...
When fed funds above Treasury Yield Curve Rates and Treasury Yield Curve Rates at zero or negative (inverted).. well new crisis has arrived in the next months... not there yet but getting closer.
Analysis of SPX and ADL and ADVL, and also positive and negative correlation in 10 days period. Important to notice that in the situation when ADL up and SPX down, doesn't anticipate a drop in SPX in the correlation indicator above. Only when SPX up and ADL down that usually does but is not guarantee also.
Analysis of SPX and ADL and ADVL, and also positive and negative correlation in 10 days period. Important to notice that in the situation when ADL up and SPX down, doesn't anticipate a drop in SPX in the correlation indicator above. Only when SPX up and ADL down that usually does but is not guarantee also.
Trying to anticipate plausible market drops before they happen... Correlations scans 10 day prior.
Trying to anticipate plausible market drops before they happen... Correlations scans 10 day prior.
Spx option put call spread analysis...
Bid ask spreads, Bid ask volume spreads, % of stocks above 20day MAs, VXV/VIX curve spreads (3months to 1 month), Advance minus Decline stocks and 2 % drops in the market, Total put call spreads.