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Kerberos007 Profile picture
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8 Oct, 6 tweets, 2 min read
Trump sent call buying signal to his paid service subscribers 10 minutes in advance. 🧐

$REGN OTM calls to da Moon tomorrow.

Blatant stock market manipulation "legally"?

where is $SEC ? 🙃
Read above post

Where is SEC?
conspiracy?

Trump is

1 "car" salesman (OTM calls) for stonks
2 insider trading paid service Ponzi sponsor
3 selling insider information for profit
4 blatant stock market manipulation

proof? conspiracy?

$SEC investigate?

call vol & call OI 👇
Options stats as of Oct 7th Close

screen: heavy call volume

Stocks with heavy call volume = > 5x 60-day average.

ratio = today volume / 60-day average volume >= 5

marked pink ==> ranked by highest ratio..
Options stats as of Oct 7th Close

fair and balanced..
screen: heavy put volume

Stocks with heavy put volume > 5x 60-day average.

ratio = today's volume / 60-day average volume >= 5

marked pink ==> ranked by highest ratio
Options stats as of Oct 7th Close

Options Implied Volatility (30-day) change more than 20% in one day.

ranked by IV change

expecting > 3 sigma event in options near term..

earnings & drug approval driven..
$BIIB & $STMP

binary event coming up near term 👌🧐

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More from @kerberos007

Kerberos007 Profile picture
3 Sep
People asking about BTFD indicators:

I have tons of these..

BTFD #1 - Capitulation zone
BTFD indicator #2

Maximum pessimism and Capitulation zone

BTFD indicator #3:

capitulation zone:

Read 5 tweets
Kerberos007 Profile picture
25 Aug
my favorite strategy

$XLY & $WMT spread z-score

entry
z < -1 std => long 1/3 of total lots
long WMT & short h * XLV

z < -2 std => long 2/3 of total lots

profit
z > 0 std => out 1/3 lots
z > +1 std => out 1/3 lots
z > +2 std trailing 1/3 lots

stop
z < -3 std. out.
XLY-WMT spread vs $VIX

when XLY-WMT z-score < -1 std (greed zone), #VIX spiking secured in 1-2 wks time-frame

should be confirmed by many of my other breadth & Jaws indicators

also huge warning, when VIX crushed, but the spread rising. stealthy sector rotation in Jan 2018
The 4+ year correlation b/w
1 XLY-WMT spread z-score
2 $VIX
3 > 0.7

tradeable corr & z-score

how about I scan tons of other similar growth/value sectors & stocks, charting their spread z-score & corr with VIX & Sector ETF? along with PCR

Hmm greatest breadth indicator ever?🧐
Read 19 tweets
Kerberos007 Profile picture
23 Aug
a derivative of this arbitrage strategy is to time your favorite stock

1 if I prefer over based on fundamentals & other economic factors

2 wait for > than ; spread > 2 std

3 then, long ,; short

4 with money mgmt of -10% stop loss and position sizing
Hedging or pair trading with SPY, QQQ & SPY-500 sector ETFs

criteria

1 correlation>0.8
2 co-integration pvalue<0.05
3 ADF stationary pvalue<0.05

long your favorite stocks & short the index & sector ETFs

or

short , & long your favorite index & sector ETFs

1 of 3 Image
Hedging or pair trading with SPY, QQQ & SPY-500 sector ETFs

criteria

1 correlation>0.8
2 co-integration pvalue<0.05
3 ADF stationary pvalue<0.05

long your favorite stocks & short the index & sector ETFs

or

short , & long your favorite index & sector ETFs

2 of 3 Image
Read 5 tweets
Kerberos007 Profile picture
23 Aug
Pair trading thread from the top

below is the pair trading selection from QQQ-103 stocks

criteria
1 correlation >0.85
2 pair Engle-Granger co-integration test: p_value<0.05
3 ADFuller pair-spread stationary test: p_value<0.05
4 pair spread: paper by Engle-Granger (1987)

1 of 3 Image
below is the pair trading selection from QQQ-103 stocks

criteria
1 correlation >0.85
2 pair Engle-Granger co-integration test: p_value<0.05
3 ADFuller pair-spread stationary test: p_value<0.05
4 pair spread: paper by Engle-Granger (1987)

2 of 3 Image
below is the pair trading selection from QQQ-103 stocks

criteria
1 correlation >0.85
2 pair Engle-Granger co-integration test: p_value<0.05
3 ADFuller pair-spread stationary test: p_value<0.05
4 pair spread: paper by Engle-Granger (1987)

3 of 3 Image
Read 4 tweets
Kerberos007 Profile picture
10 Aug
More updates on below 103 stocks total short interest after the close.

for July 15 reporting.

A great contrarian indicator for stocks.
TSLA short interest as of July 15

total capitulation from the TSLA shorts:

from 6.5 short ratio last year to 1 (short ratio) days to cover

from almost 40 million shares short last year this time to 12 million shares short. 🧐 Image
Total SI of 103 stocks as of July 15 reporting

Total SI continued its decline as catapults to all time high

Lowest short interest in more than a year.

notice:

1 total capitulation in Jan 15 & 31
2 what happened in Feb/Mar?
3 then Mar 31 and recent capitulation Image
Read 12 tweets
Kerberos007 Profile picture
7 Jul
Being busy this morning: working on the Jaws🙃

plotting some of my favorite breadth indicators for SP-500 sectors

warnings:
huge Jaws across the board

reg-line momentum scoring for all SP-500 sectors

XLF:
% of XLF stocks having 30-day momentum score > 5
less than 20% & decr Image
warnings:
huge Jaws across the board

reg-line momentum scoring for all SP-500 sectors

XLV:
% of XLV stocks having 30-day momentum score > 5
less than 30% & decr Image
warnings:
huge Jaws across the board

reg-line momentum scoring for all SP-500 sectors

XLY:
% of XLY stocks having 30-day momentum score > 5
less than 22% & decr Image
Read 11 tweets

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