Saturday, August 27, 2016

not again ...

Interesting divergence between S&P500 and stocks above 20d-ema.

The Rydex ratio indicates enthusiasm for a fading rally.

Saturday, July 23, 2016


How long will it take the Fed to change to a neo-Fisherism paradigm?
I assume here that ECB and BOJ are already a lost cause ...

Monday, July 18, 2016

S&P channel

The log(spy) from May 2009 until now.
The dotted blue line is a simple linear regression and the black lines are parallel to it.

Wednesday, July 6, 2016


Inflation (actually deflation) expectations back to 2008/9 lows ...

Saturday, February 27, 2016

AAII sentiment: !AAIIBEAR and !AAIIBULL, set to weekly and solid line.
S&P breadth: $BPSPX = percent of stocks with bullish P&F