Search

Vance HarwoodFollow

The "stairs up, elevator down" behavior of S&P 500 is not as strong as I expected, especially for shorter timeframes (e.g,, 5 trading days). Chart shows 60 largest pos & neg % moves since 1990 for 5 and 21 trading days. Top 6 moves, both positive & negative were all in late '08.

Twitter 1139533422982860800

10 Jun

Frank Roellinger's Modified Ned Davis method went from 50% long to 100% long on the Russell 2000 last Friday the 7th. For more info see: https://t.co/LSdnEYNU5U

Twitter 1137942929941491712

7 Jun

$VIX is up also, 1.5%. Could be people loading up on $SPX puts in case things head south again.

Twitter 1137032281233580033

20 May

Frank Roellinger's Modified Ned Davis method dropped from 100% long to 50% long on the Russell 2000 last Friday the 17th. For more info see https://t.co/LSdnEYNU5U

Twitter 1130494688190844928