Posts tagged as vix


SPY's Red Monday Leaves An Island And Death Crosses

2018-03-20 | Jason Goepfert


This is an abridged version of our Daily Report.A red bull market MondayBull markets sometimes suffer heavy selling following weekend news events, but even so, Monday was severe. It ranked in the bottom 3.5% of all bull market Monday’s since the inception of the popular SPY fund.Other times it ...

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Large Losses As Volatility Ebbs Amid ETF Outflow

2018-03-05 | Jason Goepfert


This is an abridged version of our Daily Report.A scary beginningBefore Friday’s open, stocks were facing another large loss, following three days of 1% declines. That has led to consistent rallies over the short-term, especially if measured from Friday’s open.We’ve seen this volatility show ...

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VIX Panic Subsides As Smart - Dumb Spread Widens

2018-02-21 | Jason Goepfert


This is an abridged version of our Daily Report.Buy the panic, or waitBuying into a panic is hard, and much advice suggests waiting until the panic has subsided.Looking at large spikes in the VIX “fear gauge”, we look at returns following the initial spike versus waiting. Buying into the panic ...

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Unfolding Momentum

2018-02-06 | Jason Goepfert


This is an abridged version of our Daily Report.CrashMonday’s trading – and post-close moves – are the types of action only seen a few times in history. Large, swift declines from a high have tended to lead to capitulatory moves that lead to rebounds in the medium-term. The possible liquidation ...

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Easy Conditions As Traders Short More VIX

2018-02-02 | Jason Goepfert


This is an abridged version of our Daily Report.Easy conditionsA major measure of national financial conditions just reached a historic level of easiness because “it’s all good.”This is despite a sharp jump in interest rates, which is peculiar behavior. That seems like it should be a good sign, ...

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Global Momentum Spurs Melt Up Chatter

2018-01-09 | Jason Goepfert


This is an abridged version of our Daily Report.Global synchronized momentumMost major stock markets are not only rallying, they’re showing extreme momentum. The weekly Relative Strength Index across 6 major global indexes is now the highest in history.High readings in that indicator suggest ...

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Options Worries As Energy Breadth Surges

2017-12-28 | Jason Goepfert


This is an abridged version of our Daily Report.Trouble signs from the options marketTraders in VIX options appear to be betting on a spike, and they’re usually right. The few other times the options market was set up like this, volatility spiked.Meanwhile, traders in SPY options have been busy ...

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Sector Correlations; Volatility Flows, Small-Cap Selling

2017-12-07 | Jason Goepfert


This is an abridged version of our Daily Report.  Sector correlations near all-time lowOver the past 3 months, the average correlation of each of the 10 major sectors to the S&P 500 has plunged to the 2nd-lowest level in history.The only time sectors moved more independently than now was in the ...

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Straddling The S&P

2017-10-17 | Jason Goepfert


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VIX Split

2017-06-28 | Jason Goepfert


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Retail Investor Confusion As The Vol Trade And Bitcoin Roll

2017-05-22 | Jason Goepfert


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VIX Sigh Of Relief

2017-04-24 | Jason Goepfert


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Traders Bet On A Lower VIX

2016-11-03 | Jason Goepfert


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