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1/6
1st Week of 2023 - went opposite to what I expected. Oil had a correction while bonds got bought in size, stocks were mostly flat, caught a bid on Friday:
1st Week of 2023 - went opposite to what I expected. Oil had a correction while bonds got bought in size, stocks were mostly flat, caught a bid on Friday:
2/6
Equity sentiment deteriorated some more, and is now on the edge between neutral and pessimistic:
#NAAIM survey down to 38.8
#Rydex ratio up 0.04 to 0.32
#CFTC futures dealers were -3.8% net short
In options
#VIX is a neutral 21.13
#MaxPain for SPY sits at 385
Equity sentiment deteriorated some more, and is now on the edge between neutral and pessimistic:
#NAAIM survey down to 38.8
#Rydex ratio up 0.04 to 0.32
#CFTC futures dealers were -3.8% net short
In options
#VIX is a neutral 21.13
#MaxPain for SPY sits at 385
3/6
Fed liquidity dropped in size, 120 billion down, led by Fed QE effort. Modelled SPX fair value is down to 3614, last time we had such a disconnect from the model was 1 Dec 2022
Fed liquidity dropped in size, 120 billion down, led by Fed QE effort. Modelled SPX fair value is down to 3614, last time we had such a disconnect from the model was 1 Dec 2022
