| Issue 12 |
Interest Rate Whack [Charts] - March 22, 2021
- S&P 500 Index (SPX) - update 3913.10 -30.24
- Invesco QQQ Trust (QQQ) - update 313.14 -2.32
- CBOE Volatility Index (VIX) & IVXM - chart 15.99%
- VIX Futures Premium - chart 14.28% in green bull zone
- Market Breadth - Summation Index 669.59 +36.82, < 50 DMA
- Positions Review - XLE, SQQQ, XLF
- Strategy - focus on cyclicals & U.S. Dollar Index (DX)
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| Issue 11 |
Rotation Evaluation - March 15, 2021
- S&P 500 Index (SPX) - update 3943.34 +101.40
- Invesco QQQ Trust (QQQ) - update 315.46 +6.78
- CBOE Volatility Index (VIX) & IVXM - chart 15.82%
- VIX Futures Premium - chart 13.84% in green bull zone
- Market Breadth - Summation Index 632.77 +79.30, < 50 DMA
- Rotation - cyclicals strength, sell QQQ bounce
- XLE & QQQ - call spreads marked-to market
- Financial Select Sector SPDR Fund (XLF) - June call spread
- Strategy - rotate to cyclicals from high p/e stocks
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| Issue 10 |
Bumpy Ride [Charts] - March 8, 2021
- S&P 500 Index (SPX) - update 3841.94 +30.79
- Invesco QQQ Trust (QQQ) - update 308.66 -5.46
- CBOE Volatility Index (VIX) & IVXM - chart 19.14%
- VIX Futures Premium - chart 5.10% in red bear zone
- Market Breadth - Summation Index 553.47 - 162.19, < 50 DMA
- U.S. Dollar Index (DX) - H&S Bottom activated
- Strategy - hedge IT and big cap growth
- ProShares UltraPro Short QQQ (SQQQ) - Apr call spread
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| Issue 9 |
Perils of Easy Money [Charts] - March 1, 2021
- S&P 500 Index (SPX) - update 3811.05 -95.56
- iShares Russell 2000 ETF (IWM) - update 218.31 -6.88
- CBOE Volatility Index (VIX) & IVXM - chart 22.00%
- VIX Futures Premium - chart -2.22% in red bear zone
- VIX - VXST Spread Indicator - -1.47 caution when negative
- Market Breadth - Summation Index 715.66 - 164.07, < 50 DMA
- Energy Select Sector SPDR Fund (XLE) - call spread MTM
- iShares Transportation Average (IYT) - relative strength
- Strategy - put spreads seem prudent
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| Issue 8 |
Crude Oil Uptrend [Charts] - February 22, 2021
- S&P 500 Index (SPX) - update 3906.71 -28.12
- iShares Russell 2000 ETF (IWM) - update 225.19 -2.07
- CBOE Volatility Index (VIX) & IVXM - chart 16.78%
- VIX Futures Premium - chart 18.33% in bull green zone
- WTI Crude Oil (CL) - COT increasing open interest bullish
- Energy Select Sector SPDR Fund (XLE) - Apr call spread
- Strategy - put spreads seem unnecessary
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| Issue 7 |
Why Try Spreads [Charts] - February 16, 2021
- Option Spread Terminology - debit, credit, Greeks offset
- Put Spreads for Hedging - OTM with .30 delta
- Upside Spreads - OTM with .30 delta, increase expiration time
- Changing Market - OCC Jan. volume +61.7% to record
- Strategy - stay long & ready to hedge
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| Issue 6 |
Don't Worry, Be Happy [Charts] - February 8, 2021
- S&P 500 Index (SPX) - update 3886.83 +172.59
- iShares Russell 2000 ETF (IWM) - update 221.65 +16.19
- CBOE Volatility Index (VIX) & IVXM - chart 16.29%
- VIX Futures Premium - chart 21.69% in bull green zone
- VIX - VXST Spread Indicator - +5.35% in the green again
- Market Breadth - Summation Index 907.95 +33.74, < 50 DMA
- U.S. Dollar Index (DX) - on H&S Bottom neckline
- Strategy - consider unwinding hedges
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| Issue 5 |
The Next Short Squeeze [Charts] - February 1, 2021
- S&P 500 Index (SPX) - update 3717.24 -127.23
- CBOE Volatility Index (VIX) & IVXM - chart 26.02%
- VIX Futures Premium - chart -7.74 % in red bear zone
- Equity Only Put/Call Ratio - .58 turns up on volume
- Market Breadth - Summation Index 714.66 -214.83, < 50 DMA
- Short Squeezes - table with 8 ranked by IV change
- Strategy - hedging longs prudent
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| Issue 4 |
Bulls Blowing Bubbles [Charts] - January 25, 2021
- S&P 500 Index (SPX) - update 3841.47 +73.22
- CBOE Volatility Index (VIX) & IVXM - chart 16.68%
- VIX Futures Premium - chart 16.58% in green bull zone
- U.S. Dollar Index (DX) - potential Head & Shoulders Bottom
- WTI Crude Oil (CL) - COT +open interest confirms uptrend
- Sentiment Indicators - question possible bubble
- Short Squeezes - table with AMC, GME & 3 more
- Strategy - sentiment indicators suggest consider hedges
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| Issue 3 |
Volatility Kings Fourth Quarter 2020 - January 19, 2021
- Volatility Kings Table - 24 Volatility Kings listed
- CBOE Volatility Index (VIX) & IVXM - charts, SPX
- Long and Short Calendar Spreads - outlined with others as well
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| Issue 2 |
Better Than Expected [Charts] - January 11, 2021
- S&P 500 Index (SPX) - update 38240.68 +68.61
- CBOE Volatility Index (VIX) & IVXM - chart 16.93%
- VIX Futures Premium - chart 10.18% in green bull zone
- Equity Only Put/Call Ratio - .39 low on December 4
- Bitcoin COT Report - leveraged funds 42.58% of open interest
- Market Breadth - Summation Index 937.43 down 16.03
- Strategy - host you sail while the wind is fair
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| Issue 1 |
January Effect [Charts] - January 4, 2021
- S&P 500 Index (SPX) - update 3756.07 +53.01
- iShares Russell 2000 ETF (IWM) - update 196.06 -2.95
- Invesco QQQ Trust (QQQ) - update 313.74 +4.18
- CBOE Volatility Index (VIX) & IVXM - chart 17.37%
- VIX Futures Premium - chart 8.03% below green bull zone
- Bitcoin Futures Update - Jan. 15 & Jan. 22
- Bitcoin Indicator - Bitcoin leads SPX by 5-day
- Market Breadth - Summation Index 953.46 down 43.50
- Strategy - stay long & ready to hedge
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