Tuesday, January 31, 2017


Stoned gamblers have unprecedented exposure to their Anti-Christ trade

Prove it.

Money market cash balances:

Rydex bearish asset level

Active manager risk exposure

VIX (S&P 500 implied options volatility)

Net short speculative futures on VIX (red)

10 year Treasury bond short futures (total)

Index put/call (hedging) ratio

Crude futures speculative net long positions:

Insider sell/buy ratio:

Long futures positions in the Russell 2000 (red) with the bank index

"It's a good thing we've never seen this before. Duh..."

TrumpPlosion visualized via the 5 year Treasury:

We saw this movie last year by the way. It's called the self-imploding rate hike. Just add serial conned dunces and unprecedented risk exposure...

Four rate hikes in one month:

With Goldman Sachs aka. "The Dow"