Generational Dynamics Forum - New Site

Alot of moving parts betting on tech for market segment earnings direction. Specs.
The tbills rolling off are twenty percent back into tbill and cash.
We are only going to watch a few dead cats bounces and the carcasses
of the dead cats strewn around from dxy and fx issues that developed.
If/then rope burn into sweeps positions will be based on numbers from the usual suspects known here also
as doctor copper and max pain also as 0dte shunts vvix observations.
The files warranted the tear up operations when we marveled at green shoots rhetoric's before.

The 0dte changed the dead cats numbers around the sheep pens.
https://www.cboe.com/insights/posts/the ... y-in-2022/
https://investorplace.com/2023/01/why-i ... w-in-2023/

At the top of today’s Digest, we noted how the latest Q3 GDP projection is for 5.8% growth. That’s sizzling hot.
https://investorplace.com/2023/08/treas ... on-stocks/
And yes, we could point toward plenty of indicators showing slowing growth but let’s maintain perspective – that slowing growth is the result of the Fed’s efforts to tamp down recent explosive growth.

The comment as mean reversion was noted by John to the moving averages as the 20 ma, 50 ma, 200 ma as we actually considered
good luck they will own the Universe with the put wall to nail gains with a view slow at first then all at once of the current beauty pageant.
If it corrects or when we will see what crosses the River.

A few more clot shots will plant them in vascular dementia anyways for the long vacation.
https://www.washingtonexaminer.com/rest ... n=msn_feed

Deflationary Godzilla continues its attack on the Japanese.
BOJ operation will come with the Japan 10yr yield approaching 0.25%
https://www.forexlive.com/LiveCharts/usd-jpy

Assume that an investor holds a bond and enters into an asset swap with a bank. Then the
value of an asset swap is the spread the bank pays over or under Libor. This is based on the
following components:
(i) value of the coupons of the underlying asset compared to the market swap rate;
(ii) the accrued interest and the clean price premium or discount compared to par
value. Thus when pricing the asset swap it is necessary to compare the par value
and to the underlying bond price;
The spread above or below Libor reflects the credit spread difference between the bond and
the swap rate.

Wake me up when they lose 500 basis points and gold hits 2000 with oil at 120 for 90 days.

Over 40 percent of the global cults and currency have gone esg.

For now we will watch biti, vix, 10yr, dxy, wti, metals.
I have no issue this week watching some step aside. Ignore the porch pissers.

http://gdxforum.com/forum/search.php?ke ... sf=msgonly

http://www.zerohedge.com/sites/default/ ... 0_vix2.jpg

http://www.zerohedge.com/sites/default/ ... 130_fx.jpg

Excessive market valuations, weak internal measures, and a deteriorating backdrop has historically been a “wicked brew” for investor outcomes.
While markets can certainly remain “irrational longer than you can remain solvent,” the secret to “solvency” is understanding “when” to make an investment “bet.” A professional gambler only goes “all-in” when he “knows” he has a winning hand. He also knows when to “fold” and minimize his losses. For long-term investors, the risk to “solvency” greatly exceeds the “reward” currently.
For short-term traders, a breakout to new highs will likely provide a short-term trading opportunity to speculate in the market. However, gains will likely be limited and risk of failure is high.

https://realinvestmentadvice.com/dont-b ... -11-19-16/

The average guy on the street understands the latter, but not the former. The average economist, brainwashed by years of Keynesian economic training fails to understand anything.
http://www.zerohedge.com/news/2016-11-3 ... -benefited

Design feature.
http://gdxforum.com/forum/viewtopic.php ... ure#p32911

Soliloquy of the Fig Tree. Reasonable explanation why He cursed the fig tree even though it wasn’t the season for figs.

When the fig leaves appear about the end of March, they are accompanied by a crop of small knobs, called taqsh by the Arabs, a sort of fore-runner of the real figs. These taqsh are eaten by peasants and others when hungry. They drop off before the real fig is formed. But if the leaves appear unaccompanied by taqsh, there will be no figs that year. So it was evident to our Lord, when He turned aside to see if there were any of these taqsh on the fig-tree to assuage His hunger for the time being, that the absence of the taqsh meant that there would be no figs when the time of figs came. For all its fair foliage, it was a fruitless and a hopeless tree." (Bruce, Are The New Testament Documents Reliable? [Intervarsity Press; Downers Grove, Ill, fifth revised edition 1992], pp. 73-74

As we noted color and creed was not the issue since the heart of matter rules the mind.
I agree with your view as fiat and logic seldom meet with the seal in the forehead.
Higg is way ahead of the curve. Kind of the guy you need to fix things but the neo-pagans would crucify him all over again.
Like we where warned from them in the South. The corruption is a design feature.

Total household debt rose $63 billion in the quarter to $12.35 trillion, driven by a $32 billion increase in auto loans, which also hit a record high of $1.14 trillion. 3.6% of auto loans were 90 or more days delinquent. t

When will they figure out they will not even be seen in the economic rear view mirror.

Higgenbotham wrote:

aedens wrote: H was correct as the vix went single, double , and then tripled down.

H called it.

Thanks, but I missed again. Your sharp eye shows we're close though.

We noted this a long time ago with the thread: vix and and the sheep pens discussions.
The sheep pens we mentioned are full for the harvest also Sat Nov 12, 2011 5:28 am

As I have noted: http://www.wintersonnenwende.com/script ... g_1933.pdf
which alludes to what John would call the unraveling process. The point was distilled to a noske moment.

The vix swaps as we have seen and noted with help on sound themes appeared as a dialectic to pull the sentiment fuse.
I will not repost VoV numbers since they said it simply to the DXY for indications as the TLT also.

As your indications suggested, it was as such. Yes a clock is right twice a day also so we have that.
As we know during the LME stock raid and later the CME proxy rights sold the contracts were honored as I have seen, or checked on that is.

So from a opinion based observation the forums have witnessed what few will ever understand.
Also we know the value of the social map from the educated. If we went back to college a few more years we would be
as valuable as they think they are. http://www.zerohedge.com/news/2016-11-2 ... -propagand

Tolerance: When someone talks about tolerance, it simply means that they won’t tolerate any dissidence from the Marxist dogma of Equality.
We should notice that the censure and banning of anti-establishment views has never been so complete as now is the case.

sold 75 percent of http://finance.yahoo.com/quote/%5ERUT?ltr=1

The supported slander is classic progressive propaganda as the progressives and the Fabian socialists want to deny or distance themselves, all the while Hillary Clinton says I’m an early more than, early 20th century American progressive. That’s who George Bernard Shaw was hanging out with "butchers" and they had the same elitist kind of ideas. As H and myself have seen in our time on Gods foot stool it is real and hurtful.

Like I said if that death cult party did not go the body farm, millions would of perished and the trash they print from then, as before continues.
I will look for democrats since they converted millions to independents, the remnant. They are evil Marxist and hades bound.

Psalm 115:3 But our God is in the heavens; He does whatever He pleases.

http://www.zerohedge.com/news/2016-11-1 ... -indicator

http://gdxforum.com/forum/search.php?ke ... sf=msgonly

https://www.youtube.com/watch?v=85lRPbb_FWk

http://gdxforum.com/forum/search.php?ke ... sf=msgonly H acting strange was indeed noted by the few. Head fake for now but
the indication still hold true for vix uso and dxy. cart &horse

They are running dry on more than carbon....... http://www.zerohedge.com/news/2016-11-1 ... il-imports

water wheat weather

IMPORTANT: NEGATIVE DIVERGENCES ARE PILING UP!

1) More and more amateurs have been betting on a lower U.S. dollar and higher gold prices in recent weeks, especially following the media hype about gold's new all-time high, the U.S. dollar index has barely budged over the past month. Every time DXY goes below 75 you get a headline about it on DrudgeReport, and yet for almost a month, this has been a firm bottom, the failure to move lower despite all of the hype, media fanfare, and anticipation from mainstream dollar bears, is an important signal. DXY frequently falls below 75 in the morning as amateurs eagerly sell short the greenback; by the end of the day or the following day at the latest, it regains the 75 level as important buyers repeatedly step in. Since the financial markets love to move in the direction of least resistance, any repeated failed attempt in one direction will almost always lead to an attempt in the opposite direction.

2) From October 24, 2008 through September 4, 2009, gold mining shares substantially outperformed the price of gold bullion. Since then, gold mining shares have struggled while gold bullion has continued to make new all time highs. This is one of the best-established negative divergences in the financial markets, and is almost surely sending an important message. If gold mining shares are unable to respond positively to a new all-time high for the price of gold, then a sharp surge in the U.S. dollar index is just around the corner. This would explain why some of the world's wealthiest investors have been turning to the safe haven of U.S. Treasuries, as is evidenced by the bounce in TLT from its recent important bottom of 92.45 on November 12, 2009 (last Thursday).

3) TLT (U.S. Treasuries fund averaging 25 years to maturity), has been forming a bullish pattern of higher lows since June 11, which is more than five months ago. The normal historic pattern is that in advance of any stock-market downturn, U.S. Treasuries will move higher for a certain number of weeks in advance.

4) Fund flows show that amateurs have become increasingly eager buyers not only of gold mining shares, but to a lesser extent of general equity funds. Meanwhile, corporate insiders have recently stepped up the already accelerated pace of their selling relative to their buying, while the percentage of cash held by mutual funds has been sharply decreasing.

5) Looking at global currencies, even the mighty Australian dollar, which tends to be among the most aggressive in eagerly anticipating any wave of global economic expansion, has moved generally sideways since October 20, 2009. The Canadian dollar has been making notably lower highs, as have the New Zealand dollar, the South African rand, the Brazilian real, and many other currencies of countries which have a high ratio of commodities to people. The struggle for these currencies to make higher highs in what otherwise would appear to be a highly favorable environment is a notable negative divergence for both equities and commodities.

6) Semiconductor shares have become one of the most notable underperformers in recent months, which is significant since this sector has been a reliable leading indicator of the general equity market since the late 1960s. Today's closing price for SMH was 26.07, which is barely changed from its July 30, 2009 intraday high of 25.56. When an important leading sector has virtually no net change for 3-1/2 months, it is sending an important message.

7) The widening discrepancy between the S&P 500 and the Russell 2000 (RUT). While the S&P 500 is just below its 2009 zenith, the Russell 2000 is more than 4% below its annual high. Perhaps even more importantly, the S&P 500 has continued to form a pattern of higher highs in November, whereas the Russell 2000 peaked on September 23, 2009--nearly two months ago. If you look back to 2007, you will see that the S&P 500 completed its ultimate high on October 11, 2007, whereas the Russell 2000 touched its all-time high on July 13, 2007, just about exactly three months earlier.

8) VIX, a reliable historic measure of implied volatility, has barely changed since July 24, 2009 when it made an intraday low of 23.00. Historically, this kind of behavior for VIX usually precedes a double-digit pullback for most general global equity indices.

9) Junk bonds: This sector plummeted to a 75-year low in early December 2008. HYG is an exchange-traded fund in this sector for which yesterday's closing price exactly matched its intraday high of September 18, 2009, exactly two months ago. While HYG has only been in existence for a short period of time, a long-term chart of VWEHX shows that junk bonds tend to serve as a useful leading indicator for the general equity market. The flat performance over the past two months therefore qualifies as yet another important warning that the vast majority of the stock-market rally has already occurred.

10) Japan's Nikkei: it turned in a double-peak on September 10, at 10,513, and then 10,544 on September 24, that day the S&P 500 closed at 1,050. Note that the Nikkei is down 10% from the highs and in the past has proven to be a decent leading indicator.



None of these by themselves would be considered that important, but the combined weight of the above negative divergences add strong support to the thesis that we will begin a severe global equity bear market some time over the next several months (0 to 5 months most likely). This bear market will likely continue for two years, and will end with much lower lows than we saw in March 2009. The greater the number of increasingly negative divergences which develop, and the more historically dramatic their behavior, the more likely that the next equity bear market will be truly spectacular.