Kerberos007 Profile picture
Apr 26, 2021 10 tweets 4 min read Read on X
Every weekend,
during the "shaking out the weak hands" attempt,
just BTFD when #BitCoin down ~20%, and found support around 100d-SMA (red line)

works like a charm

50-day SMA also offered a strong support since April 2021

%B (20, 2) also a good confirmation signal around 0 line
A. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory 🤣

#1: Bloomberg Commodity Index cash
#2: Bloomberg Agriculture Index Futures

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they got what they wanted
🍻👌
B. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory 🤣

#3: Bloomberg Grains Futures
#4: Bloomberg EX Energy Futures

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted 🍻👌
C. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory Rolling on the floor laughing

#5: Bloomberg Industrial Futures

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted 🍻👌
D. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory Rolling on the floor laughing

#5: Bloomberg Metals Futures
E. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory Rolling on the floor laughing

#6: Corn P Cash (Wow)

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted
F. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory Rolling on the floor laughing

#6: Soybean P Cash (Wow)

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted🍻👌
G. Tuesday Inflation Chart porn:

There is no inflation
inflation is contained
Inflation is transitory Rolling on the floor laughing

#7: Sugar #16 Futures (Wow)

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted🍻👌
H. Tuesday Inflation Chart porn:

#8: Lumber Futures (Wow)
100-yr high for Lumber = $650
Today = $1,286🤣

There is no inflation
inflation is contained
Inflation is transitory

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted🍻👌
I. Tuesday Inflation Chart porn:

#9: Miami Housing Price Index (HPI) Futures

Good correlation with Lumber futures

There is no inflation
inflation is contained
Inflation is transitory

Since May 2020, burrrr4ever to infinity
and
whatever it takes.

they've got what they wanted

• • •

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More from @kerberos007

May 25, 2022
in theory

1) if SPX @Ath, making higher highs
2) $VIX should go down, or making lower high
3) but if both moving up in sync with 7-day corr>25%
4) means left-tail risk rising
smart-money long SPX puts, hedging under-the-hood, expecting a risk event coming
5) someone always knows
6) same for VVIX
7) normally, SPX & VVIX should be negatively correlated
8) but, if both SPX & VVIX moving up together with 7-day corr>30%
9) means left tail-rising
smart-money long VIX calls, hedging under-the-hood, expecting a risk event coming
10) someone always knows😎
11) if SPX & Gold both going up with 50-day corr> 70%
12) means left-tail rising
smart-money long $Gold, hedging under-the-hood, expecting a risk event coming, risk-off

13) if all three conditions aligned
14) left-tail event secured with high prob
15) someone always knows😎
Read 9 tweets
May 25, 2022
leading & lagging Indi's difference?

in Dec 2021
1) SPX made higher highs daily, super bullish chart patterns on all fractals
2) all SMA/EMAs pointing up
3) all lagging/coincident indi's moving up
4) plus, $GS claimed strong seasonality & massive share buybacks coming in Jan/Feb
5) believing: Powell is always has your back
6) inflation is transitory😉 the US economy is very strong, plus TINA & cash is trash
7) what could possibly go wrong?
8) bullish, all-in, fomo buy @ ATHs & BTF-rip🤣
9) with full margins & 10x lever
10) dreaming buying a super-yacht🍻
11) but, 90% of my my leading indi's showing massive divergences (Jaws) under the hood with 85% prob of a mrk correction coming

12) plus, inflation, worsening supply-chain disruption, deteriorating Macro trend & poor earnings outlook

13) I predicted $SPX 3700 or lower coming😎
Read 8 tweets
Mar 26, 2022
warning: a long thread😉

a real story on one of my data mining projects

a few years back, I embarked a huge project trying to find the best standard "indicators" for swing-trading under all market conditions.

I picked several most popular indy's

below is the MACD story.
I only trust data, and backtesting is just one of many ways of verifying the data-mining results:

Back-testing usually involves “data mining” which denotes the practice of finding a profitable trading strategy by extensive search through a vast
number of alternative strategies.
back-testing a trading rule consists in simulating the returns to the rule using relevant historical data & checking whether the trading rule outperforms its B&H counterpart

This process of finding the best rule among a great
number of alternative rules is called “data-mining🧐
Read 18 tweets
Aug 15, 2021
super educational material in below thread & sub-threads for Pair-Trading strategies:

I have more to share in the coming days & weeks & months with my latest research employing the latest technology🧐

stay tuned 😉 😎
Read 4 tweets
Aug 1, 2021
below chart intrigued me BIGLY

prompted me to dig into more about $VIX behavior pre-crisis

I took this oppor to get all of my prevous notes/studies/programs on $VIX modeling/prediction to compare results for detecting VIX anomalies before crisis to improve my market-top ind's
Read 28 tweets
Jul 26, 2021
These are from 15-min time frame only

see below

I have separate tables for 1 hr & 4 hr & daily

for now, I only concentrate on a few inidcators:

1 MACD
2 RSI
3 CCI

more later, to test the effectiveness with these ind's or a comnibation of these

when all TFs align, go for it
Read 4 tweets

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