SPX_Moves

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[SPX_Moves @SPX_Moves]

Before every earnings we publish the expected move and a HOT/WARM/COLD rating.

Then every result gets published after — including the misses.

18 quarters archived, every ticker:

https://t.co/8OBZsZVyKA

[SPX_Moves @SPX_Moves]

"Hey Grok, what does Algo Trading look like?"

[SPX_Moves @SPX_Moves]

The Workaround Closed So Saudi Used The Strait

With the pipeline bypass shut, Saudi Arabia sent its crude straight through Hormuz — 14 million barrels onto seven supertankers in a single day. Flows through the strait have roughly quadrupled from August and crude fell on it. Nobody has said how the passage was secured.
...
None of this reaches the product side. This is crude, and refining capacity is still the binding constraint: retail diesel set a record $6.51 the same morning crude fell.
https://t.co/mLHyanJVyj

[SPX_Moves @SPX_Moves]

The committee's most reliable dove spent Monday morning describing demand overheating. Two hours earlier the Treasury Secretary called it all headline energy that fades when the war ends. Same inflation. Opposite diagnoses.

Goolsbee drew one line worth keeping: he accepts the demand diagnosis but rejects the idea that long rates reflect fiscal doubt. The dove concedes the inflation argument, not the bond-market one. On Bessent's claim: the 30-year closed at 5.296% on Sep 18 against about 5.21% in late August — roughly 8bp on closes — while the September 30-year auction cleared at 5.308%.

https://t.co/cIHdODcPFv

[SPX_Moves @SPX_Moves]

@jasongoepfert Line it up against vol: $NVDA 1m implied under 30 for the first time since pre-Covid, $IWM implied at 5-year lows. Same month the 10yr closed at 5% and oil made new highs. Options are pricing a diversified market while nearly half the index already sits below its 200-day.

[SPX_Moves @SPX_Moves]

#MEGA0DTE Week of 09/18:

🟢 5 upper breaches
🔴 8 lower breaches
⚪ 3 within range

Full weekly scorecards + live scanner:
https://t.co/xVt4ROTT7y

[SPX_Moves @SPX_Moves]

The Fed hiked 25bp on a 12-0 vote and nobody dissented, which was not the base case at any major desk. But the line worth keeping came in the press conference, when Warsh was asked why bond yields have risen and gave three reasons — one of them was the capex surge competing for capital.

The argument here has been that the data center buildout is not additive investment. It is crowding out. Census construction data shows data center spending up roughly $47 billion against its December 2023 baseline while all other private construction is down roughly $125 billion. Capital is being reallocated into the buildout, not created for it.

The Fed Chair just described the same mechanism from the podium, unprompted, as one of three reasons long yields are higher. Competition for capital. The surge in capex is real.

That is the first time monetary policy has publicly connected the AI buildout to the cost of government borrowing. And the taskforce reporting by year-end means it is not a throwaway line — the Fed is formally studying it.

The second thing that happened is quieter and structurally larger. The statement dropped supply shocks as an explanation for elevated inflation.
#FOMC

https://t.co/LZYUnLs9PK

[SPX_Moves @SPX_Moves]

Like magic .... flush from $760 overshoot a little and BOUNCE right at that $750 mark

#FreeAlpha ...

[SPX_Moves @SPX_Moves]

With index put skew at its steepest since July, the likely configuration is customers long those puts and dealers short them. That makes dealers sellers into weakness, not buyers. Accelerant, not floor.

760 has 109k and is effectively pinning you right now, which is why 759 bounced. Below that the next real shelf is 755 at 53k, then 750 at 135k. So 760 to 750 is a thin zone with one intermediate step

Unless we meaningfully retrace to 765+ I expected 755-750 to print before Friday

[SPX_Moves @SPX_Moves]

Imagine entering FOMC blind as a bat because you did NOT have the expected move levels, either for the day OR week and understood the biggest draw was to the lower edge!

[SPX_Moves @SPX_Moves]

Market is pricing in a $66 move in SPX for tomorrow, blowing past 20 day and YTD averages.

Market is pricing 92% chance of a hike and they better get it, because if Warsh does NOT hike, then there will be panic due to apparent 'fed policy mistake'

[SPX_Moves @SPX_Moves]

With index put skew at its steepest since July, the likely configuration is customers long those puts and dealers short them. That makes dealers sellers into weakness, not buyers. Accelerant, not floor.

760 has 109k and is effectively pinning you right now, which is why 759 bounced. Below that the next real shelf is 755 at 53k, then 750 at 135k. So 760 to 750 is a thin zone with one intermediate step

Unless we meaningfully retrace to 765+ I expected 755-750 to print before Friday

[SPX_Moves @SPX_Moves]

#MEGA0DTE Week of 09/11:

🟢 7 upper breaches
🔴 6 lower breaches
⚪ 3 within range

One ticker moved 2.1x its expected move this week 👀

Full weekly scorecards + live scanner:
https://t.co/xVt4ROTT7y

[SPX_Moves @SPX_Moves]

https://t.co/yQtKncjgz3

What is actually worth watching is who votes no. Last meeting was a hold with three people voting to tighten. If Warsh hikes, those three get what they wanted and the fight moves to the other side of the table. This should be the first meeting of his term with dovish dissents — one or two people voting to stay put. If instead the vote comes in unanimous, the committee is more hawkish than anyone has priced and that matters more than the hike itself.

[SPX_Moves @SPX_Moves]

#MEGA0DTE August 2026 Results:

📊 Overall EM Touch Rate: 42% (83 of 199 weekly setups)

🔥 Top Performers this Month:
1. $XLE - 70.00% touch rate (7 of 10 setups)
2. $XLF - 69.23% touch rate (9 of 13 setups)
3. $MSFT - 69.23% touch rate (9 of 13 setups)

📅 Best Day for 0DTE:
Friday: 57% touch rate
Wednesday: 51% touch rate
Monday: 22% touch rate

Added $XLE, $DRAM, and $GLD who started 0DTE expirations 8/20

Access at https://t.co/OqfwAAyMtN

[SPX_Moves @SPX_Moves]

Core PPI is 4.6% year over year against core CPI at 2.4% — a 216bp gap. That's a queue of producer costs that haven't reached consumers yet. August was noise, which may be true, but ignoring that the pipeline is full is incorrect.
Core goods line: +0.11%, essentially all vehicles — into tariffs, into Dell passing memory costs through at an expanding margin, into Qualcomm saying premium phones are absorbing them for now. "For now" is the operative phrase in all of it.

Your argument explains what already happened. It says nothing about what's loaded. And the thing that's loaded is the one variable that contributed 15bp in August and is tripling into September.

August WTI averaged roughly $84 against July's $80.46 — a 4.4% move. Energy contributed 15bp to the August headline on that. September so far is running about $94.40: 90.22, 91.01, 91.30, 91.48, 93.03, 96.05, 102.48, 99.42. That's ~12% above August, nearly three times the move that produced 15bp.

[SPX_Moves @SPX_Moves]

This was the correct call, thank you mega0DTE

[SPX_Moves @SPX_Moves]

🎯 MEGA0DTE — $NVDA (Wed 0DTE)

Alert triggered at $225.73 (52% of EM traveled)
Approaching LOWER weekly edge: $221.45

📊 WED HIT RATE: NVDA touches its edge 48% of Wednesdays (14 of 29 YTD)
📈 EM -0.3% vs last wk, -12.4% vs 19wk avg

Full flags + trade structures → https://t.co/mCG1GVfL2x

[SPX_Moves @SPX_Moves]

@MorePerfectUS Is this a joke? They create AI to create a massive police state? FLOCK cameras, Dallas trash collector cameras, now this?

Mass surveillance is the death of freedom....

[SPX_Moves @SPX_Moves]

📊 Earnings Recap — Week of 9/07

Tagged: 3 🌡️HOT · 1 🌡️WARM · 2 🌡️COLD

📏 Expected Move: 4 of 6
🤖 DAITA Direction: 3 of 6

See every call → https://t.co/aUWL4IxlyS

[SPX_Moves @SPX_Moves]

#MEGA0DTE Week of 09/04:

🟢 6 upper breaches
🔴 4 lower breaches
⚪ 3 within range

Members get full weekly scorecards:
https://t.co/FiqHCp2PQw