Products
SentimenTrader Trading Tools
‍
Backtest Engine
My Trading Toolkit
Correlation Analysis
Seasonality
Indicators & Data API
‍
Proprietary Indicators & Charts
Market Data API
Strategies & Scanner
‍
50+ Trading Strategies
Smart Stock Scanner
Research Reports
‍
Research Solutions
Reports Library
Free Resources
Simple Backtest Calculator
Simple Seasonality Calculator
The Kelly Criterion Calculator
Sentiment Geo Map
Public Research Reports
Education
Sentiment Indicators
Technical Indicators
Pricing
Company
About
In the News
Testimonials
Client Success Stories
Contact
Log inLoginSign up
< BACK TO ALL REPORTS

Another Volatile Session

Jason Goepfert
2018-12-21
null

This is an abridged version of our Daily Report.

Another volatile session

Some early optimism on Thursday was quickly erased, and stocks dove to new lows for this move. In the process, it triggered several extremes:

* The Nasdaq is on the threshold of a 20% decline.

* The percentage of securities falling to a 52-week low on the NYSE and Nasdaq spiked to the most since 1987 and 2008.

* The S&P 500 has dropped at least 1.5% to a new low on 3 out of the past 4 sessions, the first time since 2008 .

* The AIM Model this week is going to be 0%, which the Backtest Engine shows has happened only twice since the model became less noisy in the late 1980s. Those two weeks were September 4, 1998, and October 7, 2011. The S&P rallied more than 8% over the next 1-2 months after those dates, for what that’s worth.

* Smart Money / Dumb Money Confidence has been high for two months now.

* This is triggering the most eager put buying on index ETFs since March 10, 2009.

* The combination of readings has triggered a jump in the percentage of indicators showing pessimism and pushed the Risk Level to 1.


PRODUCTS
SentimenTrader
Trading Tools
Indicators & Data API
‍
Strategies & Scanner
‍
Research Reports
FREE
RESOUrCES
Simple Backtest
Calculator
Simple Seasonality
Calculator
The Kelly Criterion
Calculator
Sentiment Geo Map
‍
Public Research Reports
‍
Education
Sentiment Indicators
‍
Technical Indicators
‍
Pricing
Bundle pricing
‍
FAQ
‍
Announcements
‍
COMPANY
‍
About
‍
In the News
‍
Testimonials
‍
Client Success Stories
CONTACT
‍
General Inquiries
‍
Media Inquiries
‍
Financial Professionals Inquiries
‍
© 2025 Sundial Capital Research Inc. All rights reserved.
Setsail Marketing
TermsPrivacyAffiliate Program
Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure: Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.