SHORT MARKET / LONG VOL

16 เม.ย. 2018

SYNTHETIC VIX -5.84% -5.84% on VIX -5.84% -5.84% ™ :

Ascending triangle on the daily, vix -5.84% -5.84% fix fed into RSI (5) showing its reaching >70 of the range, along w/ a BB showing its peaking outside of the normal distribution. SPX/SPY/ES also showing similar reversal patterns as well, iHS -0.42% -0.42% seems looks like it is about to be null and void.

17 เม.ย. 2018

บันทึก

VIX continues to tear down, while SPX gaps up. low volume on SPY and /ES products, QQQ also showing a couple of strong reversal patterns, Countdown on the 13, w/ a potential formation of a right shoulder (low volume) on a H+S pattern on the daily.





BTCUSD appears to find confluence on the reversal of the synthetic vix, a TD 9 also printed on the daily there as well.



Yield inversion breaks down lower as well (USO2Y-US30Y), as parity looks like an inevitability at this point