Multiple new entrants in ‘Warning’ Mode and FI US Corporates joining other Fixed-Income asset classes in ‘Bear’ Mode. For details see the Trend Mode Report.
The Variance Risk Premium for S&P 500 is fast approaching the “Worry” zone. For details check the report Variance Risk Premium.
The realized volatility across many asset classes stays low. For details check the report Realized Volatility.
Calendar Backspread: SO sell JAN14 40 calls @ 2.65, buy FEB14 45 calls @ 0.25, ratio 10.2. Event P&L / Max Risk 11.7. Strategy details.
The action across asset classes has been muted recently – however – EQ US still supported and in overbought territory. Check out the Indicator ScoreCard for details.
Multiple new entrants in ‘Bear’ Mode among asset classes. For details see the Trend Mode Report.
The S&P 500 Earnings Revision Ratio has entered the U/N Quadrant. This is short-term positive for stocks. Check the report Earnings Revision Ratio Quadrant.
CO Agriculture has entered Bear Mode. For details, check the Trend Mode Report.
Given recent market action – which asset classes are overbought/sold? Check out the O/O Report.