This all hinges on the "low" volatility binary explosion fund which rolled over this week from a fifth wave overthrow:
Gamblers are primed for the shitting of bricks:
Cash Balances (Rydex)
There's been a lot of talk recently about volatility positioning due to the record shares outstanding in the volatility ETFS (VXX, UVXY, TVIX etc.), however, no one knows if that is long or short.
This is the CBOE VIX put/call ratio (50 dma). Gamblers are currently shorting volatility because they didn't learn their lesson in August and January:
Leaning the wrong way visualized:
Why hedge?
Put option volume
Treasury yields aka. 'Conomy
JPY
Price / volume
Volatility
Breadth momentum
% of stocks above 50 dma
Money Flow
Growth / value ratio
Emerging Markets
Chinese Yuan
Chinese Stocks
World ex-U.S.
U.S. Deflation (TIP/Treasury ratio):
