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When the yield on 10-year Treasury notes rises from a 1-year low to a 1-year high, internal breadth of the S&P 500 tends to decline.
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While signs of speculation have ebbed thanks to wobbling prices, there is still little evidence of internal deterioration. Even a small pullback generated a big spike in already-elevated volatility, with the selloff in bonds triggering some wild gyrations.
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While signs of speculation have ebbed thanks to wobbling prices, there is still little evidence of internal deterioration. Even a small pullback generated a big spike in already-elevated volatility, with the selloff in bonds triggering some wild gyrations.
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The 10-year yield registered a new 252-day high. What's the message for bonds, stocks, and commodities?
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Options allow investors to hedge against market declines. This piece details one "quick and dirty" method for doing so.
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At least 25% of members of recovery sectors like energy, financials, industrials, and materials have just hit a 52-week high.
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On Wednesday, there was a surge in 52-week highs among members of the Energy, Financial, Industrial, and Material sectors, those most geared to an economic recovery. Other times over the past 70 years when those sectors saw this kind of breakout, stocks struggled over the medium-term.
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The VIX "fear gauge" is significantly higher than the S&P 500's actual volatility over the past couple of weeks. This suggests that options traders are "irrationally" fearful, but there is a caveat.
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Since roughly the mid-1970's, certain months of the year have typically been much more favorable for Consumer Discretionary stocks than others. Let's take a closer look.
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Sundial Capital Research is an independent investment research firm dedicated to the application of mass psychology to the financial markets. Sundial publishes the SentimenTrader.com website.
Our focus is not market timing per se, but rather risk management. That may be a distinction without a difference, but it's how we approach the markets. We study signs that suggest it is time to raise or lower market exposure as a function of risk relative to probable reward. It is all about risk-adjusted expectations given existing evidence.