Overview
As an Ichimoku trader, I've always found it crucial to understand the broader market sentiment before entering trades. That's why I developed this Macro Risk On/Off Sentiment Indicator. It's designed to provide a comprehensive view of global market risk sentiment by analysing multiple factors across different asset classes. By combining nine key market...
This is Part 2 of 2 from the 42MACRO Recreation Series
However, there will be a bonus Indicator coming soon!
The CE - 42MACRO Fixed Income and Macro Table is a next level Macroeconomic and market analysis indicator.
It aims to provide a probabilistic insight into the market realized GRID Macro regimes,
track a multiplex of important Assets, Indices, Bonds and...
This is Part 1 of 2 from the 42MACRO Recreation Series
The CE - 42MACRO Equity Factor Table is a whole toolbox packaged in a single indicator.
It aims to provide a probabilistic insight into the market realized GRID Macro Regime, use a multiplex of important Assets and Indices to form a high probability Implied Correlation expectation and allows to derive extra...
Bull / Bear Market Regime
Instructions:
- A simple risk on or risk off indicator based on CBOE's Implied Correlation and VIX to highlight and indicate Bull / Bear Markets. To be used with the S&P500 index as that's the source from where the CBOE calculates and measures implied volatility & implied correlation. Can also be used with the other indices such as:...
VRatio is the ratio of VIX3M and VIX. This ratio rises above 1.1; in a bear market, it decreases and goes below 1. VRatio=VIX3M/VIX. More details in Part 2.
VRatio > 1: Risk-On signal
Contango is the ratio of VX2 (first back-month contract) and VX1 (front-month contract) minus one. In a bull market, this indicator rises above 5%’ in a downtrend market, this...
Utilizing tedtalksmacro's risk-on/off indicators to help determine whether the global macro environment is risk-on or off.
Higher values imply that global markets are risk-on, while lower values imply risk-off.
"Mavara Market Mood" is a fundamental-based Indicator that shows the overall mood of the financial markets.
When people are willing to buy USD as a reserve currency against other instruments and feel uncertain and don't want to risk their trades, the Market Mood is Risk-OFF.
Conversely, When the traders are optimistic about the economic situation and are willing...
We take the relative strength of the 4 Risk-On currencies (AUD, NZD, CAD, GBP) all together, and compare with the relative strength of the Risk-Off currencies (USD, EUR, JPY, CHF).
Green line above the 50? We are generally Risk-On. Red line above? Risk-Off.
You can switch between RSI and TSI, see what you prefer.
A historic risk-off flag.
When the Gold-Stocks Ratio is above the 200 week moving average, investors may fair better holding gold and avoiding equities, as was the case for the last 20 years.
