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Kerberos007
@kerberos007
, 6 tweets, 3 min read Read on Twitter
July 5th - Close

Three Sector ETF risk-off indicators:

Defensive vs growth Ranked by Yearly performance

1 XLP > XLY
2 XLU >XLK
3 SPLV > SPHB

On a per year basis, all 3 sector ETFs are still in risk-off mode.

Ranked by Yearly performance
All sector ETF charts:

Ranked by yearly performance.

IYT (Transport), IWM, XLE, SPHB (hugh-Beta) and XBI (Bio-Tech) lagging significantly.
July 19th - Close

Three defensive sector ETF risk-off indicators:

Defensive vs growth ranked by Yearly performance

1 XLP > XLY
2 XLU >XLK
3 SPLV > SPHB

On a quarterly & yearly basis, all 3 defensive/growth sector ETFs are still in risk-off mode

Ranked by Yearly performance:
July 19th - Close

Major indexes & sector ETF charts:

Ranked by yearly performance.

Top 3 = $XLU $SPLV $XLP
Bottom 5 = $IYT (Transport), $SPHB (high-Beta), $IWM, $XBI $XLE

All charts ranked by yearly performance.
Aug 9 - Close

Defensive sector vs growth ranked by monthly & yearly performance

1 XLP > XLY
2 XLU >XLK
3 SPLV > SPHB

On a monthly & yearly basis, all 3 defensive sector /growth ETFs are still in risk-off mode

upper = ranked by monthly perf
lower = ranked by yearly perf
Aug 9 - Close

Major indexes & sector ETF charts:

Defensive sector vs growth

Ranked by yearly performance.

Top 4 = $XLU $SPLV $IYR $XLP - Positive Perf
Bottom 5 = $IYT (Transport), $SPHB (high-Beta), $IWM, $XBI $XLE - Negative Perf

All charts ranked by yearly performance
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More from @kerberos007 see all

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Kerberos007
@kerberos007
@rsroc2 In general there are 3 types of rallies:

1 Across the board
2 Short squeeze
3 FAANG market cap driven

#1 is real
#2, #3 can only be detected by breadth indicators's divergence:

a. most shorted stocks rally
b Equal-Weigh vs Market cap
c Tons of breadth indicators

See Below
1/7
@rsroc2 These various breadth indicators taking into consideration of all component stocks of an Index, measuring the rally (plunge) strength under the hook based on many breadth measurements like adv volume, dec volume, up issues, down issues, etc.

2/7
@rsroc2 Below book is a great summary of all available breadth indicators by Greg Morris.

Great read:

The Complete Guide to Market Breadth Indicators: How to Analyze and Evaluate Market Direction and Strength
by Gregory Morris (Author), Tom McClellan (Foreword)
Read 8 tweets
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Kerberos007
@kerberos007
This may shock most of you

1. From my observation in cross-assets analysis, this plunge from high to low 2940 to 2710 (230 pts) is nothing more than a stop run

2. I have notices some huge put selling in #ES_F in July, Aug and Sep during the relentless ramp of $SPX crushing $VIX
3. These put selling was around #ES_F 2700 strike.
4. For three months in a row, they worth around billions of dollars put premiums.
5. Th Options MMs engineered this Plunge was just to attack that $ES_F 2700 level or lower, making that put sellers capitulating.
6. But, not yet
7. If that put seller does not capitulate in the coming days, the volatility would persist until somebody folds
8. Not only that put seller sis not fold, they also added more puts at around 2500,2400, expecting the $SPX would not drop below 2500
9. It's Options market stop run.
Read 8 tweets
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kerberos007
@kerberos007
As I mentioned previously that this table contains so much information that you can actually making money off it by monitoring it everyday

In particular, going into the earning season, the 30 day Implied Volatility (IVX30) of these high beta stocks revealing a lot of information
For example, pay particular attention to the IVX30 for $UVXY , and monitor it's daily changes and if there is anything that can turn into a profitable strategy which has an edge in making consistent profit with minimum and calculated/defined risk.

Continue?
Also, in addition to IVX30 of UVXY, pay special attention to IVXHL of UVXY

IVXHL is define as the current IVX30 in relation to the IVX30 one year range

For example, current IVXHL is 0.08, which means the current IVX30 (106 %) is about 8% of the past year range, which is low
Read 50 tweets

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Polixenes
@Polixenes13
1/ A thread on the $TSLA analyst who is in the news today: Robert W. Baird & Co.'s Ben Kallo. Let's start with his marriage to @MelissaLeeCNBC:
2/ Ben & Melissa wed in 2017. I wish them a long, happy marriage. But, I also wish Melissa would stop pumping $TSLA so earnestly on @cnbc or, at least, reveal that she has a huge conflict of interest given her husband's endless & idiotically optimistic Tesla research notes.
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Arthur Yip
@arthurhcyip
Did you hear how cotton bags are worse than plastic bags, specifically 7000x worse? Well, the story is much more complicated than that. I find 3 major problems & 2 minor problems, and I fault not only the media but also the LCA study's authors. ... 1/n
First, some bad takes:
-"nobody possibly uses their cotton bags 7000x - cotton is so much worse than plastic"
-"everything we do is bad for the environment (pick your poison!), AND the greenies who love cotton and organic are literally the WORST" 2/n
Some alternative acceptable/good takes:
>Plastic bags aren't that bad in some environmental aspects
>Paper and reusable and recycled plastic are also pretty good bag materials
>Organic can be worse for the environment (due to reduced yield)
3/n
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Bob Flynn
@bobjinx
$50K CalArts tuition is a thing now. Wow.
RISD's right up there at $51K. I don't know how you kids are doing it.
Wait is this including room & board?
Ringling is clocking in at $61K with room and board!
(and they don't even let you draw anime there 😳 )
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Ravi Mikkelsen
@RaviMikkelsen
@MLiebreich @IFTtweets @BBCWorld @BBCJustinR @ProfTimJackson Will know in 14 minutes. Although, I'm biased towards a pro-growth model as that's how we're working to get to a trillion dollars deployed per year by 2025 to stop and reverse climate change.
@MLiebreich @IFTtweets @BBCWorld @BBCJustinR @ProfTimJackson At the end of it, I have to side with @MLiebreich, primarily for a few points. 1) @ProfTimJackson said that we can't trust capitalism and the financial sector because the legacy financial institutions were bad actors. Like other sectors, future financial actors (eg @climatelink)
@MLiebreich @IFTtweets @BBCWorld @BBCJustinR @ProfTimJackson @climatelink are building their business models around scaled data use and personalization rather than scaled physical footprints. The transition to a post-carbon economy will shift trillions of dollars of capital and it can be shifted away from these legacy bad actors.
Read 5 tweets
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Atif Mian
@AtifRMian
1/ What are the financial incentives of the avg billionaire to support/run a "spoiler" campaign that helps re-elect Trump & staves off a Warren-style wealth tax for 4 years?

Avg billionaire net wealth ≈ 4B, growing at >>2%
Wealth tax per year ≈ 80 mil
4-year tax ≈ 320 mil
2/ For comparison, the successful 2016 Trump campaign cost 400 mil. So the average billionaire can underwrite an entire "spoiler" presidential campaign, and potentially make money doing so.

There are 585 US billionaires. Only one, or a few together, can spoil the 2020 election.
3/ This is just one example of why extreme inequality and well-functioning democracies cannot co-exist.
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Michael Otsuka
@MikeOtsuka
Further confirmation of #USS's "large and demonstrable mistake" regarding Test 1. See this chart prepared by @Sam_Marsh101 for Sheffield's USS Working Group. The important figures are in row 1. 1/
See now for a clear statement by @GuyCoughlan, #USS's Chief Risk Officer, that Test 1 is supposed to test whether the gap between columns ONE and 3 of row 1 is not too large. 2/
"...when we add in future expected returns, plus future contributions..."

👆That is exactly what the figure in column ONE of row 1 does! /2
Read 24 tweets

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