gb50k

gb50k

comparing SPX500 to oil and currency futures provides insight into current trends.

gb50k

be aware that both spy, treasuries (and relationship between them) is reaching critical levels in the days ahead. feel free to form your own beliefs on what happens next (at the trend lines) but DO know they are there. note: using 1/tyx in place of TLT or ZB solves the annoying discontinuity of the latter two

gb50k

Relationship between Gold and Treasuries is at historical extreme. If the trend holds (we bounce), Gold is expected to do better then treasuries in the weeks ahead. Past few weeks support this idea as gold begins to outpace TLT Positive jobs data that signals a rate hike could trigger a dramatic increase in Golds price. The 10yr chart supports the timing. Gold...

gb50k

A long position in SPY (or SPX500) and a short position in TLT (or ZB1!) has provided, until recently, positive returns on the daily time frame. Over the past several days, shorting both SPY and TLT together has produced better returns. TLT is expected to be highly volatile over the days ahead.

gb50k

comparing % of stocks above 50MA and 150MA adds insight into both present and near future market direction. Middle chart shows the difference between these two metrics (50MA - 150MA). My conclusion is that this analysis will help the reader reach their own conclusion.

gb50k

NYA is the price of the NYSE index, a broader cut of the market than SPY,QQQ or DIA alone. TICK is the difference between the number of green and red issues in NYSE. As such, it measures the breadth of NYSE, a broad index. Multiply the two. Focus on the low's. The trendline from years ago (left chart) predicts the recent market drop almost to the day (right chart)

gb50k

the chart establishes a STRONG relationship between the probability of a 0.5 rate hike, taken from Fed-futures data, and the price of SPY. chart: The chart shows the fed-futures data on top (inverted) and SPY on the bottom. The scale on top goes from 0 to 100 at the bottom....current future price is 99.83, 24 hours before FOMC announcement. The issue is...

gb50k

The indicators in the chart compare price (in RSI terms) to volume indicators (OBV and AD both in rsi terms). For more on the indicator and the script below

gb50k

First, look at the chart, then read. Link to script at bottom Use OBV/Price to see a price adjusted by 'On Balance Volume' - (OBV), a momentum indicator that measures positive and negative volume flow, was developed by Joseph Granville and introduced in 1963. The indicator, together with trend lines, provides good entry/ exit points. In the chart note the...

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All negatively correlated with the Zombie Collection. Pair them up with Zombies for a smoother ride.

gb50k

These leveraged ETF's are going up while their underlyings go down One exception - x3 Bull ETF for TLT.

gb50k

Left chart: Combine leveraged ETF BIS (bear, bio x3) with XIV (or safer ZIV or SPLV) for a good deal on risk vs return. Right chart: BIS about to overtake EDZ (short emerging markets, x3 ETF). Ratio: 1) currently 1.5 shares of BIS to every 1 share of XIV. This ratio changes over a period of days so must be monitored closely. 2) For less volatile combo's using...

gb50k

Rate of Change on VXX * XIV approximates changes in intraday contango of VIX futures sorry for multiple posting...new laptop...popup blocker...enough said.

gb50k

Rate of Change on VXX * XIV approximates changes in intraday contango of VIX futures

gb50k

Use changes in VXX * XIV to approximate intraday changes in state of contango (available EOD as VI2!/VI1!) The rate of change in vxx * xiv closely approximates changes in contango

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If you trade volatility products you need to know the amount of contango between futures 1 and 2. You can see the EOD value using: VI2!/VI1! For a intraday indicator, the expression VXX*XIV contains a good approximation. The Rate Of Change of this expression shows you how much contango there is (in relative terms) and can warn you if we enter backwardation -...

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Bottom panel is RSI of SPX500 / XAUUSD ration.... Inverted to give signals for Gold (above 50 is good for gold, below 50 good for SPY