percentage drawdowns analysis part 2
sp500 percentage drawdowns analysis
Number of consecutive bars price below moving averages (MA) analysis - series of 5, 10 and 20 days MAs...
SPX Number of consecutive bars price above moving averages (MA) analysis - series of 5, 10 and 20 days MAs...
high yield bond (HY), Emerging market bonds (EM), high grade bonds (LQD) vs Treasuries bonds...
Nasdaq Advance decline ratio (ADL), correlation between Nasdaq 100 and ADL, % of Nasdaq100 stocks above 20 day moving average, FANG index and Nasdaq equal index analysis...
SPX and sectors correlations 10 day Period, Advance Decline ratio (ADL) and ADL correlation 10 day Period Sector Correlations XLY Consumer Discretionary XLP Consumer Staples XLE Energy XLF Financials XLV Health Care XLI Industrials XLB Materials XLK Information Technology XLU Utilities
Different US yield curves analysis ...
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
US Yield Curve ( 2 minus 10 year ) - Commitment of Traders - Futures Only - Percent of Open Interest - Legacy Format - Calculation of 10 year Non Commercial Longs minus Non Commercial Shorts with sum of 2 year Non Commercial Longs minus Non Commercial Shorts
Simple analysis of es_f futures contracts spreads and non commercial commitment of traders positioning .... Looks a bit stretched for bulls.
A simple analysis of the vix / vxv ratio where spx points are near term upside capped...
First situation analysis: NYSE Ask panic volume antecipation of index declining Second situation analysis : NYSE capitulation based on strong decline volume
Junk bond yield spreads and implications for spx drops...