SPX a bit stretched overall, top of the channel, also SPX more stretched versus Germany...
10 Year US Note and CFTC commercial Data and XLF short data
FAANG vs tech and FAANG vs big cap analysis since 2014 ...
TD AMERITRADE vs INTERACTIVE BROKERS vs E*TRADE FINANCIAL vs CHARLES SCHWAB CORP
Analysis of Commercial position data only of COT as % OI of SPX ...
Ofensive Sector (Tech + Discretionary) vs Defensive Sector (Utils + Staples) on SPX index.
Based on numerous conditions: CFTC euro dollar extreme values (long crowed), CFTC dollar index extreme values (short crowed), german bonds 2y/10y vs us 2y/10y bonds spreads, american and europe inflation divergences (5y5y swaps), quantitative tightening (america fed hikes) vs esasing (europe ECB bond purchase), trump fiscal dollar multinational repatriation...
Advance Decline Line of OTC markets vs SPX price variations... very similar to russell 3000 advance decline line...
CFTC COT EURO DOLLAR ANALYSIS FUTURES ONLY LEGACY % OPEN INTEREST ...
CFTC COT US DOLLAR INDEX analysis ...
US DOLLAR INDEX ANALYSIS ... based on COT data, futures only and legacy format based....
FINRA short volume analysis German Big Caps ETFs (DAX and EWG) traded in US markets... Indicators above short volume DAX etf, short volume as percentage of total volume DAX etf, short volume ewg etf, short volume as percentage of total volume ewg etf ...
CFTC COT as percentage of open interest of EURUSD non commercial futures positioning... EURUSD analysis, DAX and DAX in dollar analysis...
some index factor smart beta taxonomy analysis ...
Analysis of max drawdowns and number of consecutive bars price without 10 % drawdown ... Recession shades...
Analysis of number of consecutive bars price without x % drawdown