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Seasonality

Sabre Corporation | SABR | Long at $3.00Sabre Corporation's NASDAQ:SABR earnings have slowly been improving since the pandemic and may be heading into profitability by 2025/2026. Disinterest in the stock may also be waning as the price creeps closer to my selected historical simple moving average (SMA, white and teal lines). Often, but not always, as the price nears this line, it jumps to make contact over a few weeks or months. Not to say that more volatility won't be ahead, but NASDAQ:SABR currently sits in a personal buy zone at $3.00. Target #1 = $4.00 Target #2 = $5.00 Target #3 = $6.70
NASDAQ:SABRLong
by NicksAnalysis
BTCUSD - Will history repeat itself with Bitcoin?BITSTAMP:BTCUSD Will history repeat itself with Bitcoin? The first grey box zone in last year's spring indicates a price range where the asset consolidated before a breakout upwards. The second box zone indicates another consolidation area before another potential breakout. I think there will be an upward reversal when the weekly RSI reaches mid-levels, and then we will see strong momentum to 150k price levels by next spring.
BITSTAMP:BTCUSDLong
by cumacevik
DOLLAR down BITCOIN upThe DOLLAR is the worlds #1 trade and reserve currency #GOLD is the KING of Anti Fiat #Bitcoin is attempting to replace GOLD in the mindshare of people (to a certain extent it has, considering from where it started from just a brief 15 years ago) So observing the major trends of the #DXY is crucial to determine how to place your bets and how much risk you should be taking on. *** The caveat being that the DXY is just measuring the dollar mainly against the Euro and various other major Fiats that become more worthless over the years ... so these decades long gyrations don't actual show you how poorly these #fiat currencies store your value.**** I believe #Crypto is on the cusp of some spectacular returns The #BTC.d will soon reverse You will see #Ethereum and the # altcoins gain some real strength once grayscale has sold down much of it's ETH holdings. The 4 year cycle is back on track ... after running too soon in the cycle. Historically Q4 of a Bitcoin halving year is the start of some explosive up moves. We have been waiting 4 years for this... Do you want to wait another 4 years for 2028 to experience the next Crypto meltup?
INDEX:BTCUSDLong
by BallaJi
BTC Bears in Disbelief (BULL PROPAGANDA)BTC has failed to close below 58k on the weekly for 3 straight weeks. It will be 4 straight weeks if this weekly candle closes green. There are signs this was the bottom: 1. Huge volume spike with lots of liquidations on the Aug 5th Japan carry trade unwind dump 2. Equities V shaped recovery from the Aug 5th dump 3. BTC barely touching 50k, bouncing hard from the dump creating a huge weekly wick, and staying above the 1 year MA (52 week MA) 4. I saw countless people on X calling for the wick to be filled, more pain ahead because of that huge volume spike on the dump, and lots of calls for 30k to 40k BTC 5. I also listened to a few twitter spaces with people saying there was definitely more pain or chop ahead 6. Then I saw lots of people shorting on the timeline and in the discords I'm in 7. DXY dumping while foreign currencies strengthen 8. Lastly the fear and greed index had not been this low since Q4 2022 (the bottom) Markets are not easy. The market does not let a lot of people, in this case shorts wanting 40k or 30k BTC, be right. This low volume and low volatility all of August is to bore people out of getting positioned. We could see the wick get filled but that does not always HAVE to happen. Max pain is speculators (open interest) not positioning before the pump on this recent consolidation and then fomoing later on when price is above 70k adding more fuel to the fire. This will leave people who are sidelined left to buy in higher, causing price to go up, and those who are short to get liquidated or forced to buy back, which also causes price to go up. More fuel. Anyone continuing to short this pump would also leave them to be juiced as price grinds higher from them closing their positions. Global liquidity has risen higher and this is the halving/ election year. Recession talk and moving average death cross yap is all FUD from midcurving morons. Those who buy, hold, and DCA will continue to be rewarded and have been rewarded. (Look at those who recently got their BTC back from Mt. Gox) The top is not in I expect that to come Q4 2025 perhaps. We will see. I could be wrong or I could be right. No one can predict the future. Thanks for reading this latest installment bull post after BTC has gone up a small amount.
Long
by bhx10
Bitcoin, is the bull run continuing soon?I expect the Bitcoin price to consolidate in the 53,600 - 49,000 zone, after the price is fixed in the zone, I expect to see a price increase and a high probability of breaking the maximum. If you look at the Online LTH Realized Profit 7D metric, you can see a similar seasonality of the market that was in 2021, in addition to the online metric, I conducted a deeper study and found many arguments that confirm my expectations, there is a low probability that the price will drop below 48,900, I do not expect this level to break through.
by GarateTradeCrypto
3
Shiba FRACTAL : FEB 2024 - 330% in 2 WEEKSBINANCE:SHIBUSDT Many altcoins are currently in Accumulation Phase. This is the part of the cycle where there seems to be very little action, and the price moves in a range and sideways. It's safe to say that we can expect sideways/range trading until BTC moves the market. In a previous update, I mentioned how BTC loves Decembers: The good news, is that this makes for an excellent time to BUY back into any market. The lowest risk option here would require some patience though, because the accumulation cycle often lasts month. Luckily - we are already a month in of mostly range trading. Here's a look at SHIBA's best buy zones in more detail, as well as other altcoins that are in or approaching the ideal buy zone:
by CryptoCheck-
Technology and Crypto Cycle Global liquidity leads all. The winners and main beneficiaries of increased liquidity have been and will continue to be technology and crypto. Do not fight the tape. Halving years and post halving years coinciding with the US presidential election and the debt refinance cycle for the government is a breeding ground for increased liquidity on the horizon. Bears will continue to post recession porn but the chart speaks for itself. This time is not different. You cannot call for a black swan that is not how it works. Everyone debating over whether or not the bull is over or is only just beginning is classic disbelief right before the euphoria. Lots of people on the timeline shorting AT LOWS and becoming max bearish is the sign. Oct 2023 - Mar 2024 was just a sample of what is ahead. Being consistently bullish and optimistic has offered substantial returns the past couple of decades and will continue to do so as technology improves in the next decades to come. Short to med term I would not be surprised if we see some pullbacks and ranging in equities as well as crypto. But heading into Q4 and especially beginning of 2025 I expect significant strength in the markets. BTC - Orange NDX - White Global Liquidity - Teal
NASDAQ:NDXLong
by bhx10
1
Positioning in SPY: Navigating Volatility in August & SeptemberDisclaimer: The following article is based on a combination of data obtained from TradingView's seasonality indicator and Python code that analyzes seasonality on a 52-week basis over a 10-20 year period. The Kelly method discussed is simply a risk management tactic and should not be interpreted as financial advice. All data and analysis presented are made in good faith and are intended to advocate for data-driven position sizing rather than encouraging or discouraging any specific bullish or bearish positions. Readers should conduct their own research or consult with a financial advisor before making any investment decisions. As we approach the late summer months, it's critical to consider the historical patterns of SPY (the S&P 500 ETF) and position oneself strategically to minimize potential losses while also capturing upside opportunities. August and September have often been challenging months for the market, characterized by heightened volatility and occasional sharp declines. However, completely staying out of the market can result in missed opportunities, especially if the market defies historical trends and rallies. Here’s how to balance these risks with a prudent strategy. Historical Performance and Seasonality Historically, SPY tends to experience increased volatility during the late summer, with some of the most significant drops often occurring in these months. From the data, Week 33, for instance, shows a mean return of -0.59% with only 42.86% positive returns. Week 39, even worse, shows an average return of -0.88%, with just 14.29% of the weeks ending in positive territory over the past decade. The seasonality chart provided further reinforces this pattern, showing consistent negative returns during late August and September in previous years. This suggests a cautious approach is warranted. Technical Indicators: Avoiding Overbought Conditions When entering a position in SPY during this volatile period, it is essential to avoid buying when the market is overbought, as indicated by the RSI (Relative Strength Index) and Bollinger Bands (BB). RSI Considerations: The RSI is a momentum indicator that measures the speed and change of price movements. An RSI above 70 typically signals that an asset is overbought, and a pullback may be imminent. Before entering a position, ensure that the RSI is below 70, preferably closer to 50 or lower, indicating neutral to slightly oversold conditions. 20-Day Bollinger Bands (BB): Bollinger Bands plot standard deviations above and below a moving average. When the price touches or exceeds the upper Bollinger Band, it may indicate that the asset is overbought. Waiting for the price to either move back within the bands or approach the lower band provides a better entry point. 52-Week Bollinger Bands: This is a broader timeframe that can help avoid long-term overbought conditions. Ensure SPY is not trading above the upper 52-week Bollinger Band to avoid entering at potentially unsustainable price levels. Kelly Method and Raw Data to Consider: Betting Calendar Using Kelly Method Kelly Criterion for Position Sizing: Determine Kelly Fraction: b = net odds received on the wager p = probability of winning (positive return) q = probability of losing (negative return) For each week, calculate the Kelly ratio based on historical data. Adjust the bet size each week according to the Kelly ratio, focusing on the following: High Kelly Ratio (>0.2): Increase exposure to TQQQ. Moderate Kelly Ratio (0 to 0.2): Hold current positions or add conservatively. Ticker: SPY, Week: 1 Volatility: 0.0257 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: 0.57% Standard Deviation: 2.57% Highest Return: 3.46% in 2012 Lowest Return: -5.99% in 2016 Mean Volume: 111390641.79 Highest Volume: 181713040.00 in 2016 Lowest Volume: 68430450.00 in 2020 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 2 Volatility: 0.0143 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.46% Standard Deviation: 1.43% Highest Return: 2.66% in 2023 Lowest Return: -2.09% in 2016 Mean Volume: 107009064.29 Highest Volume: 229416540.00 in 2016 Lowest Volume: 53189780.00 in 2020 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 3 Volatility: 0.0244 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: -0.04% Standard Deviation: 2.44% Highest Return: 2.87% in 2019 Lowest Return: -5.88% in 2022 Mean Volume: 128605387.86 Highest Volume: 261616225.00 in 2010 Lowest Volume: 53442500.00 in 2021 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 4 Volatility: 0.0179 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: 0.13% Standard Deviation: 1.79% Highest Return: 2.46% in 2023 Lowest Return: -3.35% in 2021 Mean Volume: 129307826.43 Highest Volume: 259350300.00 in 2010 Lowest Volume: 66549675.00 in 2020 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 5 Volatility: 0.0245 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.17% Standard Deviation: 2.45% Highest Return: 4.69% in 2021 Lowest Return: -3.93% in 2018 Mean Volume: 129932678.57 Highest Volume: 285445020.00 in 2010 Lowest Volume: 57701560.00 in 2021 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 6 Volatility: 0.0207 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.29% Standard Deviation: 2.07% Highest Return: 3.23% in 2020 Lowest Return: -5.00% in 2018 Mean Volume: 132183114.29 Highest Volume: 269419900.00 in 2018 Lowest Volume: 45315460.00 in 2021 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 7 Volatility: 0.0156 Positive Returns: 78.57% Kelly Ratio: 0.2857 Mean Return: 1.48% Standard Deviation: 1.56% Highest Return: 4.37% in 2018 Lowest Return: -1.39% in 2022 Mean Volume: 103561883.93 Highest Volume: 186139025.00 in 2010 Lowest Volume: 52002260.00 in 2020 Net Odds Received on the Wager: 3.67 Probability of Winning (Positive Return): 78.57% Probability of Losing (Negative Return): 21.43% Kelly Fraction: 0.7273 Ticker: SPY, Week: 8 Volatility: 0.0131 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: -0.22% Standard Deviation: 1.31% Highest Return: 1.62% in 2016 Lowest Return: -2.68% in 2023 Mean Volume: 118643622.50 Highest Volume: 215704675.00 in 2011 Lowest Volume: 69515225.00 in 2019 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 9 Volatility: 0.0356 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: -0.24% Standard Deviation: 3.56% Highest Return: 3.14% in 2010 Lowest Return: -11.63% in 2020 Mean Volume: 133841187.14 Highest Volume: 248820940.00 in 2020 Lowest Volume: 66189040.00 in 2019 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 10 Volatility: 0.0225 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.01% Standard Deviation: 2.25% Highest Return: 3.60% in 2018 Lowest Return: -4.59% in 2023 Mean Volume: 127773401.43 Highest Volume: 226098020.00 in 2020 Lowest Volume: 74267920.00 in 2017 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 11 Volatility: 0.0327 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.04% Standard Deviation: 3.27% Highest Return: 6.03% in 2022 Lowest Return: -8.53% in 2020 Mean Volume: 144256381.43 Highest Volume: 312592900.00 in 2020 Lowest Volume: 74846600.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 12 Volatility: 0.0456 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: -0.84% Standard Deviation: 4.56% Highest Return: 2.75% in 2011 Lowest Return: -14.70% in 2020 Mean Volume: 132598345.71 Highest Volume: 304677680.00 in 2020 Lowest Volume: 76852900.00 in 2022 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 13 Volatility: 0.0295 Positive Returns: 85.71% Kelly Ratio: 0.3571 Mean Return: 1.62% Standard Deviation: 2.95% Highest Return: 10.86% in 2020 Lowest Return: -2.23% in 2015 Mean Volume: 119388588.93 Highest Volume: 268584800.00 in 2020 Lowest Volume: 72870220.00 in 2019 Net Odds Received on the Wager: 6.00 Probability of Winning (Positive Return): 85.71% Probability of Losing (Negative Return): 14.29% Kelly Fraction: 0.8333 Ticker: SPY, Week: 14 Volatility: 0.0135 Positive Returns: 35.71% Kelly Ratio: -0.1429 Mean Return: -0.03% Standard Deviation: 1.35% Highest Return: 2.69% in 2021 Lowest Return: -1.88% in 2020 Mean Volume: 108302020.36 Highest Volume: 173805360.00 in 2020 Lowest Volume: 58710140.00 in 2019 Net Odds Received on the Wager: 0.56 Probability of Winning (Positive Return): 35.71% Probability of Losing (Negative Return): 64.29% Kelly Fraction: -0.8000 Ticker: SPY, Week: 15 Volatility: 0.0349 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.97% Standard Deviation: 3.49% Highest Return: 11.70% in 2020 Lowest Return: -2.62% in 2014 Mean Volume: 112186273.93 Highest Volume: 183315525.00 in 2020 Lowest Volume: 59426200.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 16 Volatility: 0.0162 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.42% Standard Deviation: 1.62% Highest Return: 3.10% in 2020 Lowest Return: -2.66% in 2022 Mean Volume: 110959992.14 Highest Volume: 181774480.00 in 2013 Lowest Volume: 57181675.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 17 Volatility: 0.0167 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.20% Standard Deviation: 1.67% Highest Return: 1.97% in 2011 Lowest Return: -3.20% in 2022 Mean Volume: 105344894.29 Highest Volume: 252752120.00 in 2010 Lowest Volume: 50297380.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 18 Volatility: 0.0204 Positive Returns: 42.86% Kelly Ratio: -0.0714 Mean Return: -0.52% Standard Deviation: 2.04% Highest Return: 1.97% in 2013 Lowest Return: -6.46% in 2010 Mean Volume: 129276537.14 Highest Volume: 431397980.00 in 2010 Lowest Volume: 64171980.00 in 2017 Net Odds Received on the Wager: 0.75 Probability of Winning (Positive Return): 42.86% Probability of Losing (Negative Return): 57.14% Kelly Fraction: -0.3333 Ticker: SPY, Week: 19 Volatility: 0.0170 Positive Returns: 35.71% Kelly Ratio: -0.1429 Mean Return: 0.17% Standard Deviation: 1.70% Highest Return: 3.38% in 2020 Lowest Return: -2.27% in 2022 Mean Volume: 115531918.57 Highest Volume: 305934080.00 in 2010 Lowest Volume: 54062740.00 in 2017 Net Odds Received on the Wager: 0.56 Probability of Winning (Positive Return): 35.71% Probability of Losing (Negative Return): 64.29% Kelly Fraction: -0.8000 Ticker: SPY, Week: 20 Volatility: 0.0196 Positive Returns: 35.71% Kelly Ratio: -0.1429 Mean Return: -0.80% Standard Deviation: 1.96% Highest Return: 2.15% in 2013 Lowest Return: -4.40% in 2012 Mean Volume: 131334362.86 Highest Volume: 422473400.00 in 2010 Lowest Volume: 63334740.00 in 2018 Net Odds Received on the Wager: 0.56 Probability of Winning (Positive Return): 35.71% Probability of Losing (Negative Return): 64.29% Kelly Fraction: -0.8000 Ticker: SPY, Week: 21 Volatility: 0.0192 Positive Returns: 78.57% Kelly Ratio: 0.2857 Mean Return: 1.20% Standard Deviation: 1.92% Highest Return: 6.44% in 2022 Lowest Return: -1.06% in 2019 Mean Volume: 108077414.29 Highest Volume: 322970300.00 in 2010 Lowest Volume: 53396320.00 in 2017 Net Odds Received on the Wager: 3.67 Probability of Winning (Positive Return): 78.57% Probability of Losing (Negative Return): 21.43% Kelly Fraction: 0.7273 Ticker: SPY, Week: 22 Volatility: 0.0183 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: -0.36% Standard Deviation: 1.83% Highest Return: 2.98% in 2020 Lowest Return: -2.98% in 2012 Mean Volume: 118720716.07 Highest Volume: 285811750.00 in 2010 Lowest Volume: 54347825.00 in 2021 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 23 Volatility: 0.0265 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.88% Standard Deviation: 2.65% Highest Return: 4.86% in 2020 Lowest Return: -5.10% in 2022 Mean Volume: 113514415.71 Highest Volume: 284485100.00 in 2010 Lowest Volume: 48743300.00 in 2021 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 24 Volatility: 0.0234 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: -0.56% Standard Deviation: 2.34% Highest Return: 2.58% in 2023 Lowest Return: -5.77% in 2022 Mean Volume: 124912205.71 Highest Volume: 242089180.00 in 2011 Lowest Volume: 53561320.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 25 Volatility: 0.0248 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: 0.42% Standard Deviation: 2.48% Highest Return: 6.50% in 2022 Lowest Return: -3.49% in 2010 Mean Volume: 123611130.36 Highest Volume: 242877220.00 in 2010 Lowest Volume: 56641500.00 in 2021 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 26 Volatility: 0.0273 Positive Returns: 42.86% Kelly Ratio: -0.0714 Mean Return: 0.19% Standard Deviation: 2.73% Highest Return: 5.49% in 2011 Lowest Return: -5.34% in 2010 Mean Volume: 119984470.00 Highest Volume: 288655960.00 in 2010 Lowest Volume: 53019340.00 in 2021 Net Odds Received on the Wager: 0.75 Probability of Winning (Positive Return): 42.86% Probability of Losing (Negative Return): 57.14% Kelly Fraction: -0.3333 Ticker: SPY, Week: 27 Volatility: 0.0184 Positive Returns: 78.57% Kelly Ratio: 0.2857 Mean Return: 1.23% Standard Deviation: 1.84% Highest Return: 5.54% in 2010 Lowest Return: -1.18% in 2015 Mean Volume: 101717657.14 Highest Volume: 216636675.00 in 2010 Lowest Volume: 54238625.00 in 2017 Net Odds Received on the Wager: 3.67 Probability of Winning (Positive Return): 78.57% Probability of Losing (Negative Return): 21.43% Kelly Fraction: 0.7273 Ticker: SPY, Week: 28 Volatility: 0.0147 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.47% Standard Deviation: 1.47% Highest Return: 2.73% in 2013 Lowest Return: -2.01% in 2011 Mean Volume: 101748738.57 Highest Volume: 212156300.00 in 2011 Lowest Volume: 47308740.00 in 2019 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 29 Volatility: 0.0121 Positive Returns: 92.86% Kelly Ratio: 0.4286 Mean Return: 1.20% Standard Deviation: 1.21% Highest Return: 3.50% in 2010 Lowest Return: -1.16% in 2019 Mean Volume: 96302982.86 Highest Volume: 241240100.00 in 2010 Lowest Volume: 43331520.00 in 2019 Net Odds Received on the Wager: 13.00 Probability of Winning (Positive Return): 92.86% Probability of Losing (Negative Return): 7.14% Kelly Fraction: 0.9231 Ticker: SPY, Week: 30 Volatility: 0.0186 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: 0.17% Standard Deviation: 1.86% Highest Return: 4.25% in 2022 Lowest Return: -3.95% in 2011 Mean Volume: 94711455.71 Highest Volume: 206386080.00 in 2011 Lowest Volume: 47178800.00 in 2019 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 31 Volatility: 0.0254 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: -0.43% Standard Deviation: 2.54% Highest Return: 1.93% in 2010 Lowest Return: -7.27% in 2011 Mean Volume: 115657112.86 Highest Volume: 443923300.00 in 2011 Lowest Volume: 49893820.00 in 2021 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 32 Volatility: 0.0170 Positive Returns: 42.86% Kelly Ratio: -0.0714 Mean Return: -0.06% Standard Deviation: 1.70% Highest Return: 3.28% in 2022 Lowest Return: -3.65% in 2010 Mean Volume: 121728574.29 Highest Volume: 576882260.00 in 2011 Lowest Volume: 41395180.00 in 2021 Net Odds Received on the Wager: 0.75 Probability of Winning (Positive Return): 42.86% Probability of Losing (Negative Return): 57.14% Kelly Fraction: -0.3333 Ticker: SPY, Week: 33 Volatility: 0.0157 Positive Returns: 42.86% Kelly Ratio: -0.0714 Mean Return: -0.59% Standard Deviation: 1.57% Highest Return: 1.28% in 2014 Lowest Return: -4.62% in 2011 Mean Volume: 108393427.14 Highest Volume: 346468900.00 in 2011 Lowest Volume: 51346820.00 in 2020 Net Odds Received on the Wager: 0.75 Probability of Winning (Positive Return): 42.86% Probability of Losing (Negative Return): 57.14% Kelly Fraction: -0.3333 Ticker: SPY, Week: 34 Volatility: 0.0249 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: -0.06% Standard Deviation: 2.49% Highest Return: 4.71% in 2011 Lowest Return: -5.62% in 2015 Mean Volume: 107049027.14 Highest Volume: 295991640.00 in 2011 Lowest Volume: 47916700.00 in 2020 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 35 Volatility: 0.0189 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: 0.86% Standard Deviation: 1.89% Highest Return: 3.77% in 2010 Lowest Return: -3.26% in 2022 Mean Volume: 112448182.86 Highest Volume: 330178540.00 in 2015 Lowest Volume: 48893060.00 in 2020 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 36 Volatility: 0.0202 Positive Returns: 42.86% Kelly Ratio: -0.0714 Mean Return: -0.28% Standard Deviation: 2.02% Highest Return: 3.63% in 2022 Lowest Return: -3.34% in 2015 Mean Volume: 109450437.14 Highest Volume: 281424250.00 in 2011 Lowest Volume: 62207775.00 in 2019 Net Odds Received on the Wager: 0.75 Probability of Winning (Positive Return): 42.86% Probability of Losing (Negative Return): 57.14% Kelly Fraction: -0.3333 Ticker: SPY, Week: 37 Volatility: 0.0237 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.59% Standard Deviation: 2.37% Highest Return: 5.27% in 2011 Lowest Return: -4.79% in 2022 Mean Volume: 116355140.71 Highest Volume: 301800640.00 in 2011 Lowest Volume: 53333260.00 in 2018 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 38 Volatility: 0.0249 Positive Returns: 50.00% Kelly Ratio: 0.0000 Mean Return: -0.60% Standard Deviation: 2.49% Highest Return: 2.09% in 2010 Lowest Return: -6.69% in 2011 Mean Volume: 121164171.43 Highest Volume: 319570860.00 in 2011 Lowest Volume: 50468560.00 in 2017 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000 Ticker: SPY, Week: 39 Volatility: 0.0093 Positive Returns: 14.29% Kelly Ratio: -0.3571 Mean Return: -0.88% Standard Deviation: 0.93% Highest Return: 0.72% in 2017 Lowest Return: -2.91% in 2022 Mean Volume: 118843855.71 Highest Volume: 289125120.00 in 2011 Lowest Volume: 61372040.00 in 2018 Net Odds Received on the Wager: 0.17 Probability of Winning (Positive Return): 14.29% Probability of Losing (Negative Return): 85.71% Kelly Fraction: -5.0000 Ticker: SPY, Week: 40 Volatility: 0.0106 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.71% Standard Deviation: 1.06% Highest Return: 2.34% in 2011 Lowest Return: -1.00% in 2018 Mean Volume: 124806368.57 Highest Volume: 335776200.00 in 2011 Lowest Volume: 65191120.00 in 2017 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 41 Volatility: 0.0272 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.45% Standard Deviation: 2.72% Highest Return: 5.83% in 2011 Lowest Return: -4.13% in 2018 Mean Volume: 119517347.14 Highest Volume: 229047120.00 in 2011 Lowest Volume: 45680060.00 in 2017 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 42 Volatility: 0.0159 Positive Returns: 85.71% Kelly Ratio: 0.3571 Mean Return: 0.74% Standard Deviation: 1.59% Highest Return: 4.63% in 2022 Lowest Return: -2.39% in 2023 Mean Volume: 121403802.86 Highest Volume: 262503400.00 in 2014 Lowest Volume: 49223620.00 in 2019 Net Odds Received on the Wager: 6.00 Probability of Winning (Positive Return): 85.71% Probability of Losing (Negative Return): 14.29% Kelly Fraction: 0.8333 Ticker: SPY, Week: 43 Volatility: 0.0239 Positive Returns: 64.29% Kelly Ratio: 0.1429 Mean Return: 0.63% Standard Deviation: 2.39% Highest Return: 4.17% in 2014 Lowest Return: -3.95% in 2018 Mean Volume: 114093008.57 Highest Volume: 275998580.00 in 2011 Lowest Volume: 40530800.00 in 2019 Net Odds Received on the Wager: 1.80 Probability of Winning (Positive Return): 64.29% Probability of Losing (Negative Return): 35.71% Kelly Fraction: 0.4444 Ticker: SPY, Week: 44 Volatility: 0.0296 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: 0.40% Standard Deviation: 2.96% Highest Return: 5.72% in 2023 Lowest Return: -5.64% in 2020 Mean Volume: 115418818.10 Highest Volume: 286001300.00 in 2011 Lowest Volume: 53817900.00 in 2021 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 45 Volatility: 0.0265 Positive Returns: 71.43% Kelly Ratio: 0.2143 Mean Return: 1.41% Standard Deviation: 2.65% Highest Return: 7.05% in 2020 Lowest Return: -2.39% in 2012 Mean Volume: 110731115.71 Highest Volume: 236163280.00 in 2011 Lowest Volume: 50666320.00 in 2019 Net Odds Received on the Wager: 2.50 Probability of Winning (Positive Return): 71.43% Probability of Losing (Negative Return): 28.57% Kelly Fraction: 0.6000 Ticker: SPY, Week: 46 Volatility: 0.0188 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: -0.13% Standard Deviation: 1.88% Highest Return: 2.30% in 2023 Lowest Return: -3.73% in 2011 Mean Volume: 105487707.14 Highest Volume: 225310040.00 in 2011 Lowest Volume: 49888620.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 47 Volatility: 0.0241 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.04% Standard Deviation: 2.41% Highest Return: 3.62% in 2012 Lowest Return: -4.69% in 2011 Mean Volume: 89905267.86 Highest Volume: 192498150.00 in 2011 Lowest Volume: 47535550.00 in 2017 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 48 Volatility: 0.0226 Positive Returns: 85.71% Kelly Ratio: 0.3571 Mean Return: 1.52% Standard Deviation: 2.26% Highest Return: 7.19% in 2011 Lowest Return: -1.17% in 2021 Mean Volume: 101511530.00 Highest Volume: 226486300.00 in 2011 Lowest Volume: 41813375.00 in 2019 Net Odds Received on the Wager: 6.00 Probability of Winning (Positive Return): 85.71% Probability of Losing (Negative Return): 14.29% Kelly Fraction: 0.8333 Ticker: SPY, Week: 49 Volatility: 0.0213 Positive Returns: 78.57% Kelly Ratio: 0.2857 Mean Return: 0.32% Standard Deviation: 2.13% Highest Return: 3.78% in 2021 Lowest Return: -4.39% in 2018 Mean Volume: 106373016.43 Highest Volume: 218376540.00 in 2011 Lowest Volume: 57685100.00 in 2019 Net Odds Received on the Wager: 3.67 Probability of Winning (Positive Return): 78.57% Probability of Losing (Negative Return): 21.43% Kelly Fraction: 0.7273 Ticker: SPY, Week: 50 Volatility: 0.0178 Positive Returns: 28.57% Kelly Ratio: -0.2143 Mean Return: -0.98% Standard Deviation: 1.78% Highest Return: 2.38% in 2023 Lowest Return: -3.74% in 2015 Mean Volume: 120513714.29 Highest Volume: 223839060.00 in 2011 Lowest Volume: 56187100.00 in 2020 Net Odds Received on the Wager: 0.40 Probability of Winning (Positive Return): 28.57% Probability of Losing (Negative Return): 71.43% Kelly Fraction: -1.5000 Ticker: SPY, Week: 51 Volatility: 0.0263 Positive Returns: 78.57% Kelly Ratio: 0.2857 Mean Return: 0.80% Standard Deviation: 2.63% Highest Return: 3.93% in 2011 Lowest Return: -7.25% in 2018 Mean Volume: 125472662.14 Highest Volume: 241227640.00 in 2014 Lowest Volume: 68201160.00 in 2016 Net Odds Received on the Wager: 3.67 Probability of Winning (Positive Return): 78.57% Probability of Losing (Negative Return): 21.43% Kelly Fraction: 0.7273 Ticker: SPY, Week: 52 Volatility: 0.0135 Positive Returns: 57.14% Kelly Ratio: 0.0714 Mean Return: 0.44% Standard Deviation: 1.35% Highest Return: 3.05% in 2018 Lowest Return: -1.94% in 2012 Mean Volume: 81552437.14 Highest Volume: 176291125.00 in 2018 Lowest Volume: 36675000.00 in 2019 Net Odds Received on the Wager: 1.33 Probability of Winning (Positive Return): 57.14% Probability of Losing (Negative Return): 42.86% Kelly Fraction: 0.2500 Ticker: SPY, Week: 53 Volatility: 0.0155 Positive Returns: 50.00% Kelly Ratio: nan Mean Return: 0.22% Standard Deviation: 1.55% Highest Return: 1.32% in 2020 Lowest Return: -0.87% in 2015 Mean Volume: 69674137.50 Highest Volume: 84184050.00 in 2015 Lowest Volume: 55164225.00 in 2020 Net Odds Received on the Wager: 1.00 Probability of Winning (Positive Return): 50.00% Probability of Losing (Negative Return): 50.00% Kelly Fraction: 0.0000
AMEX:SPY
by livingdracula
BTC Long - Comparing to Global M2GLOBAL MONEY SUPPLY vs CRYPTO Relation Global Money Supply Breaking Upwards has historically led to All of Crypto Breaking Upwards CRYPTOCAP:BTC CRYPTOCAP:SOL CRYPTOCAP:ETH etc Right now, Global Money Supply (Global M2) is breaking upwards to new all-time highs. Publishing to follow, as I am relatively 'newer' at using macro tools such as Global Money Supply (Global M2) in relation to projecting crypto greater cycles Cheers -@CryptoCurb
Editors' picks
INDEX:BTCUSDLong
by CryptoCurb
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