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VIX-SPX

SPX: some info from Trump to COVID19Hi Guys, Let's start with "The 2015–16 stock market selloff" also known as The Great Fall of China: (en.wikipedia.org). Then, on Nov 8, 2016 Donald Trump was elected President of The United States of America: (en.wikipedia.org). From Nov 2016 to Oct 2018 the U.S. stock market climbed to record peaks on the prospect of tax cuts, corporate deregulation and infrastructure spending: *Tax Cuts and Jobs Act of 2017 (TCJA): en.wikipedia.org **Bipartisan Budget Act of 2018 (BBA): en.wikipedia.org 2018 was a year fraught with volatility, characterized by record highs and sharp reversals. At the end of 2018 investors dumped stocks amid concerns of an economic slowdown (due to rising tensions between US and China) and fears the Federal Reserve might make monetary policy mistake prompting a lack of liquidity. On Dec.24, 2018, in an unusual move aimed at reassuring investors, Treasury Secretary Steven Mnuchin made calls to the heads of the country's six largest banks (1) www.bbc.com In 2019 SPX rose from 2340 to ATH helped by FED cutting interest rates three times (www.federalreserve.gov) + postive outcome of US-China Trade Deal (announced by Trump on Oct.10, 2019 www.cnbc.com). In Jan 2020 the SPX index rose to 3400 before global economy was hit by COVID2019. During this period VIX was above 30 at the end of 2015, at the beginning of 2018 and at the end of 2018. In Feb 2020 VIX is once again above 30 indicating fear due to impact of COVID19 . www.investopedia.com To note that on Feb 28 some options traders started betting volatility levels will fall: www.investing.com Please share your views or comment and if you have any questions please do not hesitate to ask. Thank you for your support and for sharing your ideas. Disclaimer: Please note that I am not a professional trader and these are my personal ideas only. The information contained in this presentation is solely for educational purposes and does not constitute investment advice. The risk of trading in securities markets can be substantial. You should carefully consider if engaging in such activity is suitable to your own financial situation. Cozzamara is not responsible for any liabilities arising from the result of your market involvement or individual trade activities. IMHO: The point of trading is to make money. To make money you must have money. Depending on the money at your disposal, you can decide what to do and how to do it. By having stops you decide how much you are willing to lose. By having targets you decide how much you want to earn. Be disciplined with your protocol and with your strategies for trading. Sometime you win, sometime you lose. Don't be greedy. Be realistic. Be wary but not afraid. Be curious. Use your brain. As long as your working process make sense and your spirit is calm, everything will be fine. Be patient and be prepared for any circumtances.
FX:SPX500
by cozzamara
VOL S&P 500. P-Modeling Pt 3. Trials of Theory UnificationThis is a continuation post of PT 2. Please Start here.. The only changes from PT 2 into PT 3. is a shift of the fractals, and satisfaction of wave 5. Over the couple years, I have successfully developed a variety of theoretical frameworks and have successfully unified one old school (unfinished) principle of wave theory by conjoining them into the same methodology protocol. Theory 1: Geometric Linear Regression Modeling (GLRM) - A skeleton protocol of String Theory Linear Dynamics and Quantum Loop Spin Networks. Theory 2: Elliot Wave Principle (EWP) - A unfinished protocol in classical wave theory of 2D analogs. Theory 3: Geometric Shadow Fractal Mapping Protocol (GSFMP)- A skeleton protocol of String Theory Linear Dynamics and Quantum Loop Spin Networks The OP presents TWO NEW theories. Theory 1 & Theory 3 are authored by the OP to advance the pool of knowledge in Bio-Computational Prediction Modeling Protocols (BC-PMP). -Currently Theory 1, Geometric Linear Regression Modeling is used in experimental quantum based EEG brain mapping protocols by the OP in Neuro-Imaging Case Studies and in a plethora of 2D analog entropies of quantum derived Neural Networks. GLRM decodes the brains functional connectivity using String Theory and Quantum Loop Theory threads. -Currently Theory 3, Geometric Fractal Shadow Mapping Protocol is used in experimental 3D graphical renderings to decode Quantum Waves using Quantum Loop Spin Networks. The Old School Theory Theory 2 is authored by the well known Ralph Nelson Elliot in 1938. The Elliot Wave Principle is unfinished work. Of course this is my opinion. As a theorist, who aims to architect my own foundation theories. I am convinced Elliot Wave Principle is an unfinished theory because of the lack of understanding of Quantum Physics and advances to Quantum/Classical Wave Theory in the 21st century. This is where I hope to make a difference. My theories in development and in-process for publication for peer review seeks to close the gap, by presenting a Unifying Prediction Modeling Protocol for a variety of domains including: Physics, Psychology, Philosophy, Logic, Neuroscience, Mathematics, Theoretical Statistics, Theoretical Experimentation and Research Design, and of course Quantum Mechanics The point of a Unifying Prediction Modeling Protocol is to create a new way to diagnose mental illness/pathology by creating a neural-data - pool of brains that have been fully mapped and decoded based upon my designed protocols in Wave Function in Mental-Specific Pathological criterion. Basically, I hook an EEG to your head and decode your brain in real-time and using your brain data, and those from around the world. Compare your brains waves to others who have confirmed diagnosis of pathology. This will render a new era in mental diagnostics by using real brain data, A.I. neural network optimization protocols for comparison, blockchain data pools, and open source software to shift a new paradigm in mental health. I am here today to explain that this research has come extraordinarily far over the last few years in a plethora of domains. This post is a second trial and experimentation of the 3 theories and its continuation. I am unsure as to where this experiment will go. But i wanted you to be apart of it as we go. Technical Analysis has not changed much since the 1980s. When theory sits idle for this long, someone is bound to find new threads in advancing the theory or even designing new theory for application. Trial and Error is a hallmark feature of the scientific method. This is my now my second trial. You may be in disbelief. But when a paradigm is getting ready to shift.. The mainstream usually takes the presented new evidence as fake news, disbelief and sometimes even anger; that you dare suggest a new way of doing things. 1. Elliot Wave Principle is a application of classical wave theory minus quantum wave theory applied to classical ecosystems. 2. Geometric Linear Regression Modeling is quantum wave theory without classical wave theory applied to linear ecosystems. 3. Geometric Shadow Fractal Mapping Protocol is quantum wave theory applied to quantum entropy based ecosystems using superposition. Combining all three, satisfies application of the postulated claim of classical wave theory + quantum wave theory, residing in quantum entropy based ecosystems. Each theory effectively overlaps the missing literature in each others knowledge pool. This is why the unification is so important. Each theory fills a missing component of the other. Find the Geometric Root Wave. - Start. Notice how each Elliot Wave corresponds to a geometric linear boundary intersect vectors. Each EW impulse has an increasing number of boundary intersects. Do not ignore this.. Each intersect is a complex confluence of linear boundary lines. In the analog both classical waves and quantum waves are present. We have to abide by classical/quantum wave functionality laws. A very interesting thing I noticed when people apply EWP is that they have NO supporting geometric vector boundary intersects. Sometimes EW is satisfied by invisible vector points in the matrix space. This is a problem for many EW applications, as it is my belief that unless you decode the invisible vectors, only can not place correct waves. When one draws the geometric representation of the data, you notice vectors of space that has linear confluence depicted by linear intersects. These intersects are not random but have geometric statistical application and propositional power that is FOR or AGAINST your potential proposition. Ideally, after a fast upward motion depicted by all the red circles, downward movement is almost a must based upon starting a new fractal sequence trend, which are numbered accordingly. Match the fractals. The choosing of fractal 3 is based upon the geometric linear representation that subjectively fits the narrative. Volatility should head towards new ATL's. Modeled between the 11.1 and 7.9 range.. This means the S&P should go up to ATH. I have a target of 3200, with blow off top at 3400. Then proceed to enter a deep recession with the fall of US bonds and the USD. Elliot Wave 5 was satisfied by shadow sequence. Shadow Seq is valid from the ending EW 5, IF we played the full sequence outright from the Shadow Wave vector amplitude across the actualized hyperspace. We did indeed have a perfect shadow match without amplification alteration to the fractal. Let's see how it plays out.. yea? Chances are I missed something important, but i have a great feeling I am getting very close to a variety of validates that will be hard to ignore. Laugh with me into madness my friends, the future is bright. Give a like, and follow along to see where we go! Cheers! Thanks for pondering the unknown with me, Glitch420
CBOE:VIXShort
by Glitch420
3
Frequent VIX Spikes for 2019In this chart we can see the pattern formed year to date where the time between VIX spikes is decreasing. With each spike the VIX is taking less time to return to above the 15 year average to the 18%+ range. Measured from peak to peak, each of the three spikes has been about 126 trading days apart. The average number of trading days measured from dropping under 18% to return to 18%+ is only 21 trading days. With less than 75 trading days remaining in 2019 is there any reason to assume this pattern won't continue into year end?
TVC:VIX
by dime
2
RECESSION IMPENDING?-MEDIUM TERM VOLATILITY VIX|PREMIUM ANALYSISVIX: Volatility Index - Extension to the US (SPX) Sectors Technical Analysis Series - 17th of August 2019 (9 Minute Read) As it can be observed from the chart, this is an extremely complex(Premium) volatility analysis . The purpose of this chart is to evaluate the probability and the timing of the next recession in the short to medium term. Now, let's breakdown the labels of the chart by starting with the structural build up . The purple horizontal line at the bottom(~8.6) signifies the peak of the cycle and the lowest level of volatility . The same trough in volatility can be noticed in both 2006 and the end of 2017. This is significant because, the first signs of weaknesses in the economy were noticed a year after the peak- in 2007 and 2018, respectively. Since the correction in 2018, the VIX has been building an Ascending Bullish Triangle ; that is currently on D. The top of the channel coincides with previous peaks of around ~50 (labelled with blue). A breakout confirmation of the Ascending Triangle, would be if the VIX closes above the Ichimoku cloud at ~30 ( the black line) . At the same time, the meaning of this breakout will signify the onset of the next recession. Zoomed in chart, showing the Ascending Triangle : There are 3 Fibonacci Indicators that are used in the chart and 1 pitchfork based on the ascending triangle. The Pitchfork and the vertical Fibonacci time frames are used as clues for the timing of the peak of volatility in the upcoming periods. The significance of the Fibonacci Spiral is linked with the breakout of volatility of the Ascending Triangle and a formation of a new equilibrium(by Fib Extension). Beyond Technical Analysis- Applying context to my work: In May I posted my first Wave Analysis of the SPX( #2 Link Reference down below ). It predicts that a recession is impending around Q4 2019/ Q1 2020 . Since then there have been several factors (including the Ascending Triangle in the VIX ) that have intensified the fears of a recession in the near term. Just so I do not repeat myself; some of these factors I analysed in my series about the US SPX Sectors( Link #1, Series Finale Episode #11-XLU ). The recent Yield Curve Inversions ( Link #3 ) is somewhat significant and very contributing factor that estimates a recession within 3-5 quarters of the occurrence of the inversion . This is based on my extensive readings on the literature on US yield curve inversions . Finally! The question that needs an immediate answer - Will there be a recession in the near term ? - The annoying answer is that, there is a high probability. What do I think? - We have certainly talked ourselves and formed expectations of a recession. This is quite unnatural. To the general public and the average investor, recessions are usually very unexpected ( best and most recent example are the recessions of 2008/2001 ). In a Binomial Probability Model : The most contributing factor for the current recession fears, that could reverse the fearful feelings , revitalize the economy and bring back confidence to the market would be a successful US-China Trade deal . Such deal in addition to an optimal outcome to the 2020 Election , would extend the cycle even further. In the most bullish case with a Trade Deal the VIX would continue to trade in a short range and break-off from the ascending triangle pattern. I am quite optimistic that a deal will eventually happen, otherwise President Trump will not win 2020 and a recession will be inevitable by 2021. Of course, we all know that Trump would do anything to win the next elections. >>I do not share my ideas for the likes or the views. This channel is only dedicated to well informed research and other noteworthy and interesting market stories.>> However, if you'd like to support me and get informed in the greatest of details, every thumbs up or follow is greatly appreciated ! I do realize that my charts are quite hard to be understood, mostly because they are labelled to the smallest and extremest of details. If there are any poor understandings of the labels, I'd be able to answer any additional questions in the comments. Step_Ahead_oftheMarket- {Make sure to check out my previous series on US( SPX ) Sector including 11 episodes of the major US sectors} 1. Series Finale ; Episode 11: US Utilities(XLU) 2. SPX Elliott Wave Analysis of the current Cycle : 3. US T. Bonds Yield Curve Inversion 3 months to 5/10 years: Full Disclosure : This is just an opinion, you decide what to do with your own money. For any further references or use of my content for private or corporate purposes- contact me through any of my social media channels.
CBOE:VIXLong
by step_ahead_ofthemarket
10
VIX Fractal Pattern--TVIX Long?I have been following this POTENTIAL fractal pattern on the vix and one of the reasons in my post a couple of nights ago, led with "What is the vix telling us"? Fractal pattern do not follow exactly, but mimic a pattern in the past. I labeled what I am looking at and so far, it has followed the script. I am NOT 100% sure it will this time, but the pattern is very similar. Look at the numbers on the chart and then the abc. I believe we are in the b part of the pattern and if correct, you can see what happens with C. Should be interesting and maybe dabbling in tvix with a small amount, not a bad trade-with stop below the previous lows. With the RUT under performing, which is an under statement, maybe this works out to be a great trade. BE SURE TO FOLLOW US SO YOU GET ALERTS ON ANY NEW MARKET TIMING INFORMATION WE PUT OUT!! Can The Stock Market Be Predicted? Below are a series of predictions we made from September. Take a look and you will see, yes they can and nobody does it better than Woody Dorsey! February 14, 2019: Nominal tactical weakness has been due into 2/22. Now, to reiterate, “nominal tactical weakness” is not a “Sell” signal. It is just the timing profile. Again, as noted: “The Interim profile is still Bullish .” The December Low was excessive, and the rebound is becoming excessive too. If a corrective range is forming, another or, several 2-3 day declines may occur over the next two weeks. Now, the next nominal trading high is due near 4/10ish. That does not mean stocks are just going higher from here to there by any means. It makes the most tactical sense for stocks to correct or to become congested for a while. • Near Term Diagnosis: Sentiment is 83% Bullish today following a relatively rare 97% bullish yesterday. These are clearly cautionary. • Interim Term Diagnosis: The Interim Trend still allows for recovery rallies, by fits and starts, into at least early April or perhaps even into June. 10/16/18 Sentiment Timing Report: MARKET TIMING: A tactical trading low was ideally due last week and came in on 10/11 synchronous with the 0% Bullish . This week is messy with an upside bias due next week. Given the expansion of the range, it may all amount to not very much: “I still foresee a notable relief rally in November. That may be followed by more weakness than anyone expects into year end.” The code is for a nominal Recovery near 10/26 and, post-Election, engineer a decent upside episode into Thanksgiving followed by perhaps surprisingly robust downside in December. These codes may morph and become more, or less defined, so be aware of that. These are tricky times and “loco” maneuvers can occur. 09/13/18 Sentiment Timing Report: MARKET TIMING: A failure was expected in August. The expected correction is profiled to last into near 9/25ish but, “This Fall may see trading opportunities both ways.” How the market behaves into 9/25ish there will tell us all a great deal about the larger context. So far from the 8/29 High, there were 7 days down which have been followed by 5 days up. While it feels like the market is strong it really has been in a sideways price/time pattern. What fits best now is for another 6-8 day decline which would make it a somewhat symmetrical compound correction into the preferred low date. Under that pattern, today would be the last upside day.
TVC:VIXShort
by sentimenttiming
4
GOLD: Last two weeksHi Guys, the above is a close up of price movements inside the circled area: Now please forget about the chart with the circle and concentrate on the 30 minutes chart. To note: a) three levels: 1266, 1277 and 1288; b) price supported by 450SMA above 1277; c) RSI just above 50; IMHO, US China Trade negotiations and clues on inflation may trigger a big move. An opportunity for the downside may occur if support is lost at 1277 (ZigZag). An opportunity for the upside may be above 1288 (J-Hook). If Investors will buy again the dip in the stockmarket Gold may go down at 1266. If they don't buy SPX, Gold may run for higher highs at 1300. Hope the above clarifies but please do not hesitate to contact me for any queries, comments or feedbacks. Thank you for your support and for sharing your ideas. Don't forget to put a like if you appreciate the post and to follow me if you want to receive notifications on new and updated ideas. Disclaimer: Please note that I am not a professional trader and these are my personal ideas only. The information contained in this presentation is solely for educational purposes and does not constitute investment advice. The risk of trading in securities markets can be substantial. You should carefully consider if engaging in such activity is suitable to your own financial situation. Cozzamara is not responsible for any liabilities arising from the result of your market involvement or individual trade activities.
TVC:GOLD
by cozzamara
S&P500 vs VIXHi Guys, I still don't know how to use VIX in order to buy SPX pullbacks into demand but IMHO the video explanation provided by Investopedia is a great place where to start. www.investopedia.com To note that if you set up this structure and enlarge it, VIX will overlap SPX due to 2008 Financial Crisis therefore its benefits may be obscured. I will try to post a snapshot below as soon as possible. In the meantime, please also have a look at the related idea linked below in respect of SPX which I hope may provide food for thought. Thank you for your support and for sharing your ideas. Don't forget to put a like if you appreciate the post and to follow me if you want to receive notifications on new and updated ideas. Disclaimer: Please note that I am not a professional trader and these are my personal ideas only. The information contained in this presentation is solely for educational purposes and does not constitute investment advice. The risk of trading in securities markets can be substantial. You should carefully consider if engaging in such activity is suitable to your own financial situation. Cozzamara is not responsible for any liabilities arising from the result of your market involvement or individual trade activities.
TVC:SPX
by cozzamara
1
$SPX All-Time Highs Within Reach On Low Volume & VolatilityThis is an excerpt taking from MACRO BRIEF: Risks of Volatility Suppression published on March 2, 2019. 2019 is beginning to feel a lot like Q2-3 last year when the markets just tend to float with market participants selling volatility on declining rate of change in volume. However, we're in a precarious position as speculative net-shorts on the VIX hit an all-time high. With that being said, something significant is needed in order to break the complacency - like a forced repricing of growth, inflation or earnings expectations. Both volatility and "vol of vol" VVIX are nearing YTD lows. The TACVOL score for VIX remains bearish with the range bottom 11.68. Below 12, we'd look to get bullish on volatility. Additional charts associated with this blog post can be found here: bit.ly
TVC:VIXLong
by TheMacroStrategist
SPY Next Week Expected Moves ($52) + Gravity PointsLast week's call had me nervous for a second there. A very chaotic week, but I had several opportunities to put on a couple positions. Hats off to anyone who waited for that upper expected move. (two opportunities) Large expansion for the expected move from last week to this week = expect volatility to pick up. Couple quick notes: - 10 yr / 3 mo yield inverted. You now are paid more to buy a 3 month bond than a 10 year bond. Fundamentally this makes no sense because you should be compensated for the additional risk of loaning your money for longer periods of time. Ill share some of my excel doc data of different yield curve pair inversions for the 10/3because it's so important: ---> 10 yr / 3 mo yield inversion time prior to next Recession: Average = 13 Months ---> S&P 500 Peak to start of recession percentage gain/loss: Average = -13.3% Median = -13.5% (Most losses happen prior to official recession) ---> S&P 500 percentage gain/loss during Recession: Average = -1.3% Median = 6.7% ---> Number of Months from Peak to Recession: Average = 8.7 months Median = 8.5 months ---> Number of Months in Recession: Average = 13.5 months Median = 10.7 months ---> Recession Start to S&P 500 Trough: Average = 8 months Median = 5.3 months - Powell signaled to the market that the economy is weak - Germany slowdown bad Friday morning manufacturing report - China slowdown - Brexit delated but nowhere near resolved Best of luck next week gentlemen - RH P.S. Wish me luck on my Series 7 exam on Friday next week!
CME_MINI:ES1!Short
by RHTrading