- March 17, 2022, Higher Risk Equity Long/Short Update March 17, 2022
A relatively large number of stocks in S&P 500 are classified as having higher short-term risk according to our metric. As of close of March 16, 2022, 69 stocks have ATR(5) > 5% (based on closing price.) We use these stocks (EOD ...
- The “Death” of the “Death Cross” March 14, 2022
A “death cross” signal in S&P 500 was formed on Monday, March 14, 2022. In the last 12 years this indicator pattern has consistently generated large losses for short trades. Has the time come for its resurrection? Edit 03/31/2022: Since this ...
- Spot Nickel Volatility 10-Sigma Event March 13, 2022
Despite cancellation of trades after spot nickel reached $100,000 per tonne on Tuesday, March 8, 2022, volatility of the metal increased by staggering 10 standard deviations based on the available sample since 1993. The weekly return was an extreme 12 ...
- Structural Misinformation in Financial Markets March 12, 2022
Recent events have brought attention to misinformation, both during the pandemic and with geopolitical conflict and war. Misinformation has always been present in markets and often disguised as analysis. It was just impossible to differentiate between actual information and misinformation ...
- Announcing the Release of DLPAL LS v7.0 March 10, 2022
We are pleased to announce the release of DLPAL LS v7.0. This new version offers capability for automated execution plus other updates and fixes. DLPAL LS calculates features that measure the probability and significance of short-term directional bias of any number ...
- This is No Time For Statistics But For Tail Risk Hedging March 8, 2022
The S&P 500 is down 12.4% from all-time highs while the NASDAQ-100 has fallen near bear market territory. This is no time for statistics but for tail risk hedging. Some technical analysts are pointing to statistics that include data from the ...
- CRB Index Up Eleven Weeks In a Row March 7, 2022
This has only occurred once during 2011 with the CRB index up eleven weeks in a row but the gain was only 11.9%. The gain after current 11-week win streak is 33.2%. Below is the chart with 11-week “win streak” indicator ...
- Global Economy On The Brink of Stagflation March 4, 2022
Failure of central banks to deal with rising commodity prices due to a supply shock caused by the pandemic and now due to a war in the heart of Europe has brought the global economy on the brink of stagflation. This ...
- Largest Gain in NASDAQ-100 From Open to Close in 14 Years February 25, 2022
NASDAQ-100 registered on Thursday, February 24, 2022, the largest gain from open to close in the last 14 years. The index opened 3.3% below the previous close but ended the day with a gain of 3.4%. The High-Low range for the ...
- There Is No Indicator To Forecast The Magnitude of a Correction February 21, 2022
Technical and fundamental analysts are wasting their time in the search of an indicator that will forecast the magnitude of a correction. It’s already hard enough to forecast the market direction, or what quants may call the sign of the return ...
