Vix Updates

Twitter updates on the VIX and other volatility indexes

[Callum Thomas @Callum_Thomas]

S&P500 ChartStorm WriteUp: https://t.co/EsNDJcAGR6

(comments, context, and a controversial bonus chart)

[Callum Thomas @Callum_Thomas]

Your equities view/positioning is (primary reason in brackets):

[Callum Thomas @Callum_Thomas]

8. Extreme expensive valuations becoming slightly less extreme as earnings begin the process of catching up to price...

@topdowncharts $SPX $SPY

[Callum Thomas @Callum_Thomas]

3. Proportion of S&P500 stocks in a "Correction"

"nearly 40% of S&P 500 stocks are more than 10% below their peaks" -- also note the trend there...

h/t @sentimentrader $SPX $SPY

[Callum Thomas @Callum_Thomas]

1. Macro Divergence...

Economists vs Stock Analysts -- data is disappointing economists: are analysts too optimistic on earnings?

@topdowncharts $MACRO $SPX $SPY

[Edward Gofsky @EdwardGofsky]

$IWM U.S Small Cap Index. Currently forming a classic bearish multi month {H&S} top. Notice the {Double Top} at the $233 level. The setup will trigger short with a breakdown below $209. Notice the $VIX volatility index is again coiling inside a {Triangle} ready to breakout. $TZA

[hedgopia @hedgopia]

How #hedgefunds are positioned in futures. $TNX $TYX $SPX $RUT $NDX $VIX $GLD $EUR $USD $WTI https://t.co/9MKUIXxamK

[Callum Thomas @Callum_Thomas]

Chart Storm writeup on Substack (free)

Extra commentary and context + a bonus chart: https://t.co/AI1iapGKdx

[Callum Thomas @Callum_Thomas]

Your equities view/positioning is (primary reason in brackets):

[Callum Thomas @Callum_Thomas]

4. Investor Confidence vs Consumer Confidence

h/t @takis2910 $SPX $SPY

[Callum Thomas @Callum_Thomas]

3. Bears bouncing...

@topdowncharts $SPX $VIX $SPY

[Callum Thomas @Callum_Thomas]

2. TD Ameritrade Investor Movement Index

Ticked down in July from a record high -- we don't like to see these types of indicators do that...

https://t.co/X9ox3LDu2f $SPX $SPY

[Andrew Thrasher, CMT @AndrewThrasher]

Dip buyers have been strong but hedging activity has been as well. McElligott of Nomura noted 1m Put SKEW at 98th %tile.

Short-term correl b/w $VIX & VVIX has also turned negative with VVIX moving higher this week.

[Lance Roberts @LanceRoberts]

$VIX entering the seasonally strong period. (ie not great for stocks historically)
@NautilusCap

[Urban Carmel @ukarlewitz]

$Vix:$vxv has been sub-80 for a week. This is unusual. The last time was in Feb right into a 4% drop in $SPX. Before that: last Aug before a 10% drop in Sept. Reactions were more muted in 2017, a year quite similar to 2021 in other ways

[Callum Thomas @Callum_Thomas]

Your equities view/positioning is (primary reason in brackets):

[Callum Thomas @Callum_Thomas]

10. Exponential earnings expectations

#Stimmy #Brrr $FED

https://t.co/Ufvmda1God @topdowncharts $SPX $SPY