Category: ASYMMETRY® Observations

We actively monitor several investor sentiment gauges that indicate how optimistic or pessimistic investors are about the stock market.  One of the sentiment indicators we monitor is the Citigroup Panic/Euphoria Model. When it reaches an extreme,… Read More

Volatility measures the frequency and magnitude of price movements, both up and down, that a stock, bond, commodity, or currency market experiences over time. The more dramatic the price swings, the fast and wider prices… Read More

For the past 25 years, my expertise has been in applying mathematical models and quantitative methods to financial markets to determine the direction, momentum, and volatility of price trends in order to identify emerging trends… Read More

I pointed out in Downtrend but Statistically Oversold Short-Term as Gold Turns Up the US Dollar had reached a statistically oversold level, setting up a high probability for a countrend.  Below is the chart I shared… Read More

We actively monitor dozens of investor sentiment gauges. One of the sentiment indicators we monitor is the Citigroup Panic/Euphoria Model, and when it reaches an extreme, I share it here.  According to Citi, the panic/euphoria model… Read More

Divergence between price trends offers active investment strategies the opportunity to capture the trends with momentum and avoid downtrends. It isn’t as easy as it sounds, but the dispersion between sector trends performance can be… Read More

Monetary policy in the United States comprises the Federal Reserve’s actions and communications to promote maximum employment, stable prices, and moderate long-term interest rates–the economic goals the Congress has instructed the Federal Reserve to pursue.… Read More

S&P GSCI® Goldman Sachs Commodity Index is a composite index of commodity sector returns representing an unleveraged, long-only investment in commodity futures broadly diversified across the spectrum of commodities. According to Goldman Sachs, the returns… Read More

Back in July of last year the US stock market using the S&P 500 as a proxy was down about -23% and needed a 30% gain to get back to the prior high and I… Read More

The MOVE index (Merrill Lynch Options Volatility Estimate) is a market-implied measure of bond volatility similar to the CBOE Volatility Index ($VIX) for stocks. Some consider it fear in the bond market, as in uncertainty… Read More