FayaPan

@EylonALevy Lol what a deranged idiot you are

Iran is firing ballistic missiles either with 500kg warheads or cluster submunitions at Israeli residential areas, and the whole world is treating that as totally normal.

@visegrad24 Lol so it's not about the gas reserves right

Israeli Defence Minister Israel Katz: "At the end of the operation, the IDF will establish itself in a security zone inside Lebanon, on a defensive line against anti-tank missiles, and will maintain security control over the entire area up to the Litani." 🇮🇱🇱🇧

@JoeChartingStar Another 700p down for NDX imho

@PanFaya Actually looking for that as well, simply being hedged for weeks. However, this first leg down should end soon.

$SPX vs $VIX T𝐑𝐈𝐏𝐋𝐄 𝐃𝐈𝐕𝐄𝐑𝐆𝐄𝐍𝐂𝐄 AGAIN⚠️📉➡️📈 SPX prints new lows… but VIX can’t make higher highs — only lower highs. ✅ That’s a triple divergence now (confirmed on smaller TFs too). When this snaps, expect a violent pivot… markets doing the exact opposite, fast. 🚀🔥 #SP500 #VIX #FinTwit #Trading #JCSCharting

@JoeChartingStar Fair enough, I'm not a day trader. Looking for a tradable low which will last at least a week or two

@PanFaya Except one, every single divergence worked out & got us at least 80 handles to the upside at SPX.

@tcimoszewicz @DAX40 It's the same trendline but I guess you're using log scale. The gov is no longer pro-market, Tusk already said yesterday they'll tax companies on excessive income. It's just the mining companies holding the market now.

@PanFaya @DAX40 I wouldn't be so fast in being bearish yet. We are probably going to have to revisit all time highs on our benchmark WIG20 first sometime this year before going down. But that's just my 5 cents. The goverment is the most stock market supportive ever.

@tcimoszewicz @DAX40 USDPLN just broke a multi month trendline. Sure it can be a fake out, let's see

@PKDayTrading1 156.80 :)

Finally $Nvidia is ready for a breakdown after a large range bearish consolidation. What is the lower side target?? Comment your thoughts below! #Nvidia #stocks #bearish #crash $priceaction!!

USDPLN breaking multiyear trendline (dating back to the start of Ukraine war). If it's not a fake out then WIG should stop being so complacent.

@tcimoszewicz @DAX40 I'm super bearish Polish market, the deficit in February hit the yearly target... Now with lower income from gas taxes it'll only get worse

@DAX40 They did it here in Poland just the other day too. Shows how fragile the growth is that we can't sustain a little hugher prices for anything longer than couple of weeks.

@KristijanKontus @DAX40 Even with recession the demand is inelastic. I mean it won't drop by 15%. China has been preparing for that for a long time, they'll do everything to sink the west economically and cause social unrest

@DAX40 Many are not even aware how serious this is, and how bad it could end up. Trump's $45 dollar might come only after we have such a big recession that the demand might drop, and not because he "fixed" thing.

@DAX40 Too many "vicious snapback" calls on X. It's might be a mother of all crises and there's no fear just dip buying

@JoeChartingStar It won't matter

𝐖𝐈𝐍𝐃𝐎𝐖 𝐃𝐑𝐄𝐒𝐒𝐈𝐍𝐆 𝐈𝐍𝐂𝐎𝐌𝐈𝐍𝐆 👀📈 End of month is near — expect window dressing. 🎩🧠 Even if we haven’t seen “the” lows, odds favor a rip into month end to dress March. 🚀 And I’m leaning bullish for April anyway — strong rebound potential. ✅ Just be aware: this rebound can last longer than most expect… and it’s designed to wipe out most participants. 😈🧨 Stay disciplined. Trade the levels. #SP500 #FinTwit #MarketStructure #Trading #JCSCharting

@DanioLondon @statsglobe @grok

@statsglobe @grok is that correct?

🇵🇱 Poland Passport Power Ranking Since 2000: 2000 ➜ 🇵🇱 Passport Rank: 45th 2001 ➜ 🇵🇱 Passport Rank: 40th 2002 ➜ 🇵🇱 Passport Rank: 40th 2003 ➜ 🇵🇱 Passport Rank: 35th 2004 ➜ 🇵🇱 Passport Rank: 25th 2005 ➜ 🇵🇱 Passport Rank: 20th 2006 ➜ 🇵🇱 Passport Rank: 16th 2007 ➜ 🇵🇱 Passport Rank: 15th 2008 ➜ 🇵🇱 Passport Rank: 15th 2009 ➜ 🇵🇱 Passport Rank: 15th 2010 ➜ 🇵🇱 Passport Rank: 13th 2011 ➜ 🇵🇱 Passport Rank: 14th 2012 ➜ 🇵🇱 Passport Rank: 13th 2013 ➜ 🇵🇱 Passport Rank: 12th 2014 ➜ 🇵🇱 Passport Rank: 11th 2015 ➜ 🇵🇱 Passport Rank: 10th 2016 ➜ 🇵🇱 Passport Rank: 9th 2017 ➜ 🇵🇱 Passport Rank: 8th 2018 ➜ 🇵🇱 Passport Rank: 7th 2019 ➜ 🇵🇱 Passport Rank: 7th 2020 ➜ 🇵🇱 Passport Rank: 8th 2021 ➜ 🇵🇱 Passport Rank: 10th 2022 ➜ 🇵🇱 Passport Rank: 8th 2023 ➜ 🇵🇱 Passport Rank: 9th 2024 ➜ 🇵🇱 Passport Rank: 6th 2025 ➜ 🇵🇱 Passport Rank: 6th 2026 ➜ 🇵🇱 Passport Rank: 6th

@BenKizemchuk @SamanthaLaDuc have a look!

A proprietary momentum signal triggered on VIX today. This is incredibly rare. The last occurrence was on July 24, 2007, just days before the eruption of the “quant quake.” Back then, the quant quake unfolded as a sharp and disorderly unwind of highly leveraged, market‑neutral quant strategies, triggered by a sudden and unexpected rise in funding costs. At the time, the widely watched TED spread, a measure of credit risk in the banking system, spiked abruptly. The TED spread reflected the difference between interbank lending rates (LIBOR, RIP🪦) and the risk‑free tbill rate. For quant funds that depended heavily on stable, low cost financing, this jump in funding stress proved especially destabilizing. These funds were running with significant leverage and were heavily crowded into similar long/short factor positions. Even though they viewed themselves as hedged, operating largely market‑neutral and low‑beta portfolios at the time, their exposures were far from independent. They were all essentially leaning on the same factors, the same signals, and the same assumptions about their diversification. They did not account for their peers all essentially being in the same trades. So when funding conditions tightened, this hidden crowding risk was revealed: a modest increase in financing costs forced multiple funds to deleverage simultaneously. What began as isolated unwinds quickly accelerated as funds sold positions to meet balance sheet constraints. Losses mounted, and internal risk systems, like value-at-risk (VaR) thresholds, began to trip. These risk control mechanisms forced additional selling at the worst possible time, creating a mechanical feedback loop. Forced unwinds drove prices lower, which triggered more risk‑model breaches, which triggered more selling, overwhelming normal market liquidity. Correlations across previously uncorrelated strategies surged, and liquidity evaporated. A localized funding shock rapidly transformed into a broad, systemic quant unwind. Today’s environment bears an unsettling resemblance to the setup that preceded the quant quake. In the current cycle, multi‑strategy and equity hedge funds have again shifted toward market‑neutral, low‑beta positioning, as shown in the December 2025 Form PF data. After the September 2025 degrossing wave, funds cut directional exposure, reduced factor risk, and unwound crowded longs, pressures that fed directly into equity weakness and deteriorating liquidity we’re seeing now. Yet even as net exposure fell, gross leverage rose, indicating that managers have rebuilt financing‑heavy neutral long/short structures. Their portfolios may now appear low‑risk on the surface, but substantial embedded leverage remains underneath. The parallel to 2007 is the illusion of safety created by market‑neutral construction. Just as quant funds once believed they were hedged while crowding into the same factor bets, today’s funds likely hold portfolios that look neutral but are structurally fragile. As dispersion hedging has been unwound in recent weeks and correlations have risen, the universe of truly “liquid” market‑neutral trades has narrowed. Near record-high gross leverage supported by repo, prime broker loans, and margin financing means even modest funding stress can trigger rapid unwinds. The Form PF data suggests that today’s leverage buildup reflects financing‑intensive exposures rather than renewed directional risk. These balance‑sheet‑heavy trades now dominate. These are positions that can quickly become correlated and unstable under pressure. The funding backdrop today also echoes elements of the 2007 setup, though the indicators have changed. The TED spread is no longer a central gauge of stress, as LIBOR is no more, but modern equivalents, such as the spread between SOFR and OBFR, convey a similar message. Recent declines in reserve balances, driven in part by the federal government shutdown in 2025, pushed the SOFR‑OBFR spread higher, revealing tightening liquidity across both secured and unsecured overnight funding markets in 2025. With reserves still running materially below year‑ago levels and another seasonal tax drain approaching in April, the conditions are in place for a sudden and disorderly tightening in funding markets. And this is where the analogy to 2007 becomes most concerning. Then, as now, funds believed their portfolios were insulated by market neutrality and factor diversification. But when funding tightened abruptly, leverage became the transmission channel through which small shocks escalated into forced deleveraging. Today’s mix of high gross leverage, financing‑dependent structures, thinning liquidity, and suppressed net risk creates a similarly fragile setup. If the April tax drain further constricts reserves and widens the SOFR‑OBFR spread, hedge‑fund financing channels could strain quickly. That would likely trigger renewed deleveraging, reductions in equity and macro exposures, and potentially accelerate downside volatility. It’s worth remembering that we already saw a preview of this dynamic in October 2025, when a mini‑quant‑quake style unwind hit several major quant funds. Potentially amplifying this in 2026, recent Commitment of Traders report data from the CFTC is showing a steady buildup in VIX futures exposure. Asset managers and non‑commercial speculators such as institutional investors, CTAs, global macro funds, and other systematic strategies are accumulating. This matters because VIX futures trade on relatively thin liquidity, making large speculative positioning potentially self‑reinforcing. If volatility rises, trend‑following strategies may continue to increase long‑vol exposure mechanically, steepening moves in the futures curve. The structural plumbing connecting VIX derivatives to the equity market means that large VIX futures positions can ultimately transmit risk back into S&P 500 futures: rising volatility forces dealers who are short gamma or short vega to sell S&P futures to maintain hedges, depressing the index. Lower S&P levels push implied volatility higher, which in turn lifts VIX futures and forces further hedging. This can produce a positive‑feedback environment in which volatility products begin to influence equity behavior. Additionally, the S&P 500 is now trading below the JPM collar strike, which effectively acts as kryptonite for the index. As long as spot remains under that strike, dealer hedging flows require selling S&P futures on any attempt to move higher, turning the strike into an overhead barrier. This dynamic persists until the collar expires on March 31, keeping upward momentum capped and reinforcing downside pressure. Taken together, today’s rare VIX momentum trigger, combined with the ongoing buildup in long‑volatility positioning, and parallels to the conditions leading to the quant quake of 2007, all point to a system increasingly vulnerable to a self‑reinforcing volatility feedback loop. The result could be a deep and disorderly move lower in equities into mid-April. Incidentally, the roughly 7% drawdown over 17 trading days from the 2007 VIX momentum‑trigger date into the quant‑quake lows aligns with my previously noted short‑term view of the S&P 500 trading down toward the 5800–6000 range into mid‑April from today’s VIX momentum‑trigger date.

@JoeChartingStar Nope. 6384 SPX in 2-3h then bounce

$NDX H1 (cash) Do we get the same super bounce out of this double-bottom before #NASDAQ drops deeper? 😈 #NASDAQ100 #NDX #FinTwit #TechnicalAnalysis #JCSCharting

@GPW_Trader2022 27,90 konfluencja wsparć na JSW, dolne ograniczenie kanału, FVG, equilibrium całego ruchu wzrostowego i strefa popytu. Koniec marca/początek kwietnia.

Czwartek 26.03 skrót info ze świata🌍 - Trump odwiedzi Chiny 🇨🇳14-15 maja - Rosja wstrzymuje 40% eksportu ropy po ataku 🇺🇦 - 🇺🇬Uganda grozi Iranowi za ataki na Izrael - JSW⚒️ przejęła 98% rynku koksu na Ukrainie - 130 000 aut w Warszawie 🧜‍♀️ nie spełnia Strefy Czystego Transportu. Od 2032 aż 520 000 🚗 - 🇮🇱 Izrael powołuje 400 000 rezerwistów🪖 - Iran wzmacnia obronę przed desantem wojsk USA - Huti z Jemenu planują blokadę Kanału Sueskiego - kopalnie w Azji zatrzymują się. Brak paliw - 🇮🇱 Izrael przeprowadził drugie największe ataki w🌜 - 🇷🇺 Rosja ewakuuje swój personel z el.☢️Buszehr - Zelenski:USA chcą oddać Rosji cały wschód Ukrainy - Iran: odebranie wiadomości☎️od USA to nie są negocjacje. Nie planujemy żadnych z USA - Hezbollah zaatakował siedzibę armii w Tel Aviv 🇵🇱 w 2025 na SOR🩺trafiło 4,1 mln osób ( Pokój gdzie często odbywają się imprezy: izba przyjęć🙃) - CBA miało zatrzymać prezesa Nord Energy od OZE. Oszustwa związane z programem "Czyste Powietrze" - marka Skoda 🚗wycofuje się z Chin. Porażka - Poczta USA wprowadza pierwszą w historii dopłatę 8% do paczek 📦 już nadanych. Koszty paliwa - FB, Youtube winne uzależniania młodych od platform - Trump: nie wezwę do powstania w Iranie - Iran otwiera Ormuz dla hiszpańskich 🇪🇸 statków, gdy premier Sánchez mówi "wojna jest nielegalna" - Iran: po wojnie też będziemy pobierać 2 mln$/🛳️ - 🇬🇧 pilnie uruchamia fabryki CO2 - 🇵🇱 270tys recept z lekami na odchudzanie ( Ile waży niedźwiedź polarny 🐻‍❄️?Tyle by przełamać lody🙃) - NBP: w IV 2025 spada wartość mieszkań - eksport chińskich elektryków +120%🚓 w lutym - Iran: "Chiny, Rosja, Indie, Irak i Pakistan mogą 🛳️przepływać przez Ormuz. To przyjaciele narodu Iranu" - BlackRock: ropa po 150$=katastrofa na świecie - 🇮🇶 Irak magazyny ropy pełne, produkcja spada, nie ma jak eksportować. Rośnie ryzyko wycieków - FT: Rosja masowo dostarcza drony do Iranu - 🇮🇷 MSZ:🇺🇸nie osiagnęły żadnego z celów wojennych - 🇺🇳 Świat stoi w obliczu dużo większej wojny - 🇺🇸 w Kalifornii przypadkowo odkryto laboratorium z wirusami Ebola, Malaria ukryte w magazynie - wojsko 🪖 USA w Zatoce "pracuje zdalnie" w hotelach w obawie przed atakiem na bazy przez Iran - Włochy proszą Algierię o większe dostawy gazu - Novo Nordisk obniża ceny leków. Konkurencja - 🇵🇱 Wiceminister klimatu: będą skrócone procedury przy budowie wiatraków w Polsce - LPP 🧥👗wypłaci wyższą dywidendę 900 zł - Węgry ograniczają przesył gazu na Ukrainę - Dzień Niedźwiedzia Grizzly 🐻( Trójka Marka Niedźwiedzkiego ? Kieł 🙃) Skrót Środa x.com/GPW_Trader2022… Skrót Wtorek x.com/GPW_Trader2022…

@GPW_Trader2022 Na przeciw to chyba też ceny energii teraz...

Zaktualizowana analiza JSW⚒️👍👎 . Dzisiaj podaż shortów przyjęli inwestorzy w postaci 307 000 akcji i ponownie blokują papiery przed ich pożyczaniem. Analiza spółki w pierwszym komentarzu i tego jak działają shorty. Tam też rozkład jazdy 🗺️. Liczbę chronionych akcji zobaczysz na dole strony: gragieldowa.pl/spolka_arkusz_…

@PKDayTrading1 Thanks PK! 🙏

Called the Top $SPX $Nasdaq $GOLD, $SILVER & $Bictoin!!. 🎯 Short the bounces working. 📉 I’ve been calling this crash since ATHs and the proof is in the track record. S&P, Nasdaq, BTC, and Metals: all crashing as predicted. 🚨 Don’t miss the bottom call. Follow and share so others don't get caught on the wrong side. It’s playing out exactly as warned. 📊🔥 Bottom call stay tuned and follow me @PKDayTrading1 #MarketCrash #ShortSelling #CryptoCrash #Bitcoin #SP500 #Nasdaq #Gold #Silver #Stocks #FinancialFreedom #TradingTips #MacroInvesting