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VIX - Delta "Change" - 22.50 Level with Negative Roll YieldVIX will move higher as Indices will front run their .382s Negative Roll Yields are always a warning, we alerted traders to this Important Condition on Settlement as V2/M2 exceeded V1/M1 by 8%. 22.50 is the level to watch for a breakout higher. August is a Negative time for the Indices. We maintain large Sell to Opens in AMZN, TSLA, TQQQ, NQ, ES, RTY, MNQ, MES, M2K We Bought to Open SQQQ & VVX. We sold 11 SPDR ETFS with the larges Bias to Consumer Discretionary as we indicated Demand has peaked. The A50 is a clear warning sign as we indicated last week.
CBOE:VX1!Short
by HK_L61
Volatility - VIX Wyckoff AccumulationIdea for VIX: - VIX finally has touched pre-COVID levels. The debt and margin fueled recovery is complete. - Markets hitting ATH's every day (nearly a record for days in a row). - Yet every warning is flashing, market components are down, yet indices grind up on low volume. - Liquidity is flowing out, tapering has already begun, global credit impulse is negative, and market breadth is collapsing. - We are in the greatest asset bubble in history, and underlying conditions point to the greatest crash in history. - The crash has been telegraphed. In hindsight, it will be unanimously agreed upon that it was obvious. They will wonder how anyone could have been bullish here. - Such is the nature of the rally that a significant drop would create a bid-less market and mass liquidations. - Operators like to bid up a market to sell into (creating blow-off tops), and vice versa, to shake out retail and make sure the market will absorb their entire order. It is all being set up for a great flush. Classic accumulation pattern. Bubbles make their greatest gains at their end. Speculate the trigger by mid July. "Be fearful when others are greedy" - Warren Buffett GLHF - DPT
TVC:VIXLong
by UnknownUnicorn1043646
Stocks - Lotka-Volterra Predator-PreyIdea for Stocks: The Lotka–Volterra model makes a number of assumptions, not necessarily realizable in nature, about the environment and evolution of the predator and prey populations: 1. The prey population finds ample food at all times. 2. The food supply of the predator population depends entirely on the size of the prey population. 3. The rate of change of population is proportional to its size. 4. During the process, the environment does not change in favour of one species, and genetic adaptation is inconsequential. 5. Predators have limitless appetite. The bottom line is that when prey population rises, predator population follows, before prey is hunted back down to the baseline and predators starve - in a continuous cycle. - Call-Put ratio can be seen as prey (pure bullish positioning), SKEW can be seen as predators (tail risk positioning). - VIX (death rates) rise as prey and predator populations fall together. - Clear relationship can be seen as prey population rises > predator population rises > (VIX rises) > prey population falls > predator population falls > (VIX falls) > Repeats - From 2008, it appears that (4) had been violated due to QE following the 2008 crash, but the environment is returning to normal around 2017. Speculating a return to a normal predator-prey relationship. Prey population cannot continue to grow as predator population grows with it. Reset of cycle is near. GLHF - DPT
P
by UnknownUnicorn1043646
Volatility - Nothing New Under The SunIdea for Volatility: - Wyckoff Cycle Mapped. - Wave Frequencies synced. - Cause and Effect determined. - Greater Cycle: - Bonds Volatility looks ready: - China Credit Impulse turns negative, consequently the global credit impulse turns negative. - Liquidity Flow: Credit > Bonds/Currencies > Commodities > Stocks. Fighting the Fed: - Reading the Curve: - Data Suppression: - Volatility Suppression: - DXY is in a rising Trend: - Decision point for the Dollar: - Dollar is goosed, but Yen seems to be telling, as the Yen is seen as a haven currency and AUD is correlated to inflation: - Yuan is very telling for the global economy: - Bond yields (CN & US) are telling: - Forecast suggests a Volatility spike this summer. - It is likely that a greater explosion in Volatility will follow... speculating the date to be September Quad Witching 2022 (September 16, 2022). It's Black Swan season... Look out for them, but they are never the cause. It is all about the Credit Cycle. GLHF - DPT
TVC:VIXLong
by UnknownUnicorn1043646