CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Nov 21, 2017. 10-year note: Currently net long 111.1k, up 36.2k. “In light of elevated asset valuations and low financial market volatility, several participants expressed concerns about a potential buildup of financial … Continued

VIX On Verge Of Forming Potentially Bullish 10- And 20-DMA Crossover

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Amidst persistent volatility suppression, rays of hope are emerging for volatility bulls.  From their perspective, spot VIX is showing some encouraging action. VIX remains oversold on nearly all timeframe.  It has remained that way for a while.  In less than … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Oct 10, 2017. 10-year note: Currently net long 192.6k, down 39.6k. Market participants constantly rerate expectations.  They have to.  The related variables are dynamic and constantly changing themselves. The nimble ones are … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Sep 19, 2017. 10-year note: Currently net long 270.1k, up 18.4k. Americans’ love for leverage needs no elaboration.  The debt culture began in earnest in the early ’80s.  Leverage remains high – … Continued

Short-Term Volatility Way Too Compressed To Cause Major Breakout On S&P 500

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Dips continue to get bought, even as volatility struggles to hold on to gains. On the S&P 500 large cap index, bulls forced a break out of 2400 five weeks ago.  Just a few days afterwards, the breakout was defended … Continued

Relief Rally Underway, Even As VIX In Process Of Forming Golden Cross

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On major U.S. equity indices, buyers stepped up to the plate just where they needed to.  Can they sustain it? From peak to trough, after reaching an all-time high on March 1 (2400.98), the S&P 500 large cap index shed … Continued

COT: Peek Into Future Through Futures

The following are futures positions of non-commercials as of August 4, 2015.  Change is week-over-week. 10-year note: Federal Reserve Governor Jerome Powell told CNBC on Wednesday that he has not made up his mind yet on whether interest rates should … Continued

Cash-Secured Put Probably Better Suited Than Bullish Risk Reversal For IYT

It has been a while the transports sector has acted like a sick puppy.  Yesterday’s action is a welcome change. IYT, the Dow Jones Transportation Average ETF, peaked November 28th last year at $166.55 – much earlier than other major … Continued

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