The Market Stats
405 posts
The Market Stats
@TheMarketStats
Trading is about probabilities. Posting research, trades
Moon เข้าร่วม Temmuz 2020
123 กำลังติดตาม11.3K ผู้ติดตาม
Equity put/call ratio spiked to 0.86 yesterday
The last 10 times this happened, $SPX was higher 4 days later in every instance
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@TheMarketStats Fear can stay pegged for days, weeks even months. (Stats in last two photos 2011-2026) @market_sleuth @smileycapital
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Sentiment has fallen to the lowest level since Liberation Day
S&P 500's Daily Sentiment Index is at 33
While this is low, prior $SPX pullbacks could see sentiment fall a little more before market bottoms
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Even though this reading may seem extreme, indicators can always become more extreme
I still believe we have a deeper correction ahead before the market turns higher
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Market Breadth is oversold
The NYSE McClellan Oscillator dropped below -87 while S&P was within 5% of an all time high
Historically, similar oversold readings saw $SPX higher 9 of 10 times, 2 months later, with an average gain of +2.92%
$SPY
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@joris_j_09 @market_sleuth Gets down to 200 day moving average, but doesnt necessarily close below it
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@TheMarketStats @market_sleuth How is this possible? You see in the charts that when it is above it 209 days, it continues to be above it in many instances. Or is this the forward performance after it crossed below it again?
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S&P 500 has stayed above its 200 day moving average for 209 consecutive days
In the past 30 years, similar streaks saw $SPX lower 9 of 11 times, 4 days later
Watch out for the 200 day moving average below
h/t @market_sleuth $SPY
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@market_sleuth I'm currently sitting in cash. Not a great time to be long or short yet $SPY
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@JP_Money_95630 In my studies, 6%+ pullbacks tend to have a different structure than ≤5% pullbacks. Under 5% declines can occur in one wave, while 6%+ usually requires at least two legs
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@TheMarketStats We did have 5% pullback didn't we from the highs? Why is 6% Significant?
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It's been 208 days since we've had a 6%+ pullback. $SPX has mostly chopped sideways
We're overdue for a bigger pullback
This is one reason I haven’t gone long yet $SPY
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@TheMarketStats It certainly feels like the consensus lately is everyone is waiting on a pullback, watching HO's etc - then every move down is bought up!
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@TheMarketStats i do not think so. look at NYA how much has gone down. most likely there will be a higher low for spy and then higher. $ES has reached 6500 in post market Monday.
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My concern about today's volatility spike:
While $VIX jumped +17% intraday, $VVIX (VIX of VIX) fell
The market is hedging downside, but traders aren't pricing in a potential vol explosion
This happened 3 other times before. Each was in the Middle of a bigger correction
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Of course, this could become even more extreme depending on how the Iran war unfolds over the next few days. For now, I’m staying all cash
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$VIX Term Structure hit a high of 1.27 today, reflecting extreme backwardation
Comparable VIX Term Structures tend to be bullish for $SPX
In the past 6 years, $SPX was higher 7 out of 8 times, 4 days later
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With volatility extremely high and conditions changing by the hour, cash is a position too
Despite posting some bullish stats, I believe the S&P 500 still has downside ahead. I currently have no position
Going forward, I will be sharing more of my thoughts and trades here on X. Good luck & stay safe
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Market breadth is oversold
The McClellan Oscillator dropped below -66
Over the past 3 years, similar oversold readings saw $SPX higher 9 out of 10 times three weeks later, with an average gain of +2.75%
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@market_sleuth There are echoes today to the August 2015 crash. $SPX swings sideways in a distribution pattern, ignoring many risks until the day it can ignore no more
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This is a difficult mix to trade decisively in & by trading in very small aliquots or just staying in cash until this Iran conflict gets some level of resolve could save you a lot of headache. Oil is a wildcard that impacts every nation’s economy. That’s my 2 cents. 💯
TheBronxViking@TheBronxViking
Morning market thoughts… • $VIX just hit its highest level since last March — when the market was already ~13% off its highs • $SPY is currently only ~3.6% off its highs • Oil just posted its largest weekly surge in over 40 years • Jobs report massively missed expectations • High yield credit ( $HYG) just had its worst week and highest volume since last April • Equal-weight S&P ( $RSP) just had its worst week since last April And after all that… $SPY finished the week down less than 2%. So what’s holding the index up right now? Something that should sound familiar if you’ve been following my posts… Software ( $IGV). The sector fell over 30% from its October highs on AI disruption fears. But in the past few weeks something has clearly shifted. $IGV has printed three of the largest weekly volume bars in its history — all clustered right at major structural support — and just posted its best week since April 2025. That kind of volume clustering after a sharp drawdown often signals large repositioning or supply absorption. In other words: the worst of the software panic may already be behind it. Unfortunately at the same time something else happened this week. Semiconductors ( $SMH) finally rolled over. • Worst week since last April • Highest volume since last April Which fits the mean reversion trade I've been talking about for weeks: Hardware → Software rotation. Now to be clear: Rotations like this rarely happen smoothly. They often create bumpiness and air pockets as capital moves between sectors, and there are many chip names that look long overdue for a healthy pullback. But if the software accumulation continues, buying there could offset some of the pressure from selling in hardware and other areas of the market. So for now the market appears caught between two opposing forces. On one side are the headlines: • Credit weakening • Volatility spiking • Oil repricing geopolitical risk • Stagflation concerns creeping back And on the other: heavy repositioning into beaten-down software. That tension may explain why the index itself still hasn’t broken. Lots of headlines. Still holding… for now.
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