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2018年2月6日早上2點09分

Lessons from the past: Highest gains following sell offs  看空

VOLATILITY S&P 500TVC

描述

DJIA: Largest daily percentage gains following just few days after record sell offs

1987 Crash
Crash: 19.10.1987, - 22,61 %
Rallye: 21.10.1987, +10,15%

Subprime:
Crash: 09.10.2008, - 7,33%
Rallye: 13.10.2008, + 11,08%

Crash: 15.10.2008, - 7,87
Rallye: 28.10.2008, + 10,88%

Source: en.wikipedia.org/wiki/List_of_largest_daily_changes_in_the_Dow_Jones_Industrial_Average

Until now former stockmarket crashes matching at least one of each of this criteria:

1. Deep economic crisis / Rezession
2. High currency / FX volatility
3. Sharp rise or fall of Gold prices
4. Geopolitical Crisis
5. Sharp rise or fall of comodity prices
6. Massively higher interst rates (1987: 10%)

Right now not a single one of this criteria is machted in yesterdays and todays sell off.



FX: Quite



If ever there might be any crisis in USA than the Dollar would loose dramatically. The Dollar is up on the record sell off day of the Dow.

Cls.: What ever might had cause this flashcrash is not based on fundamentals. Anyway: Stockmarket History is telling us that just days after the largest drop one of the largest daily gains will occur. Be prepared.

交易進行

Compared to past years todays spike was the 3rd highest in VIX history:

交易進行

Handelsblatt.com is the largest financial newspaper and following this story based on the research here published on Tradingview.com one to one. This story is published on the global version last night.

global.handelsblatt.com/finance/us-hedge-fund-bets-german-blue-chips-884306

交易進行

Bridgewater: Total Volume short Europe now at least 18,57 bn.

6,3 Mrd. Euro: Germany
3,0 Mrd. Euro: Italien
1,2 Mrd. Euro: IBEX35 Werte
1,4 Mrd. Euro: AEX: ING/ASML/Philips/Unilever
1,1 Mrd. Euro: TOTAL SA
0,7 Mrd. Euro: Sanofi
0,6 Mrd. Euro: BNP
0,3 Mrd. Euro: Airbus
0,5 Mrd. Euro: AXA
------------------
15,1 Mrd. Euro or 18.57 Bn Dollar.

Source NL shorts: iex.nl/Column/275064/Er-zit-een-dikke-shorter-in-de-AEX.aspx,3
Source IBEX 35 shorts: elconfidencial.com/mercados/2018-02-06/ray-dalio-1200millones-bajistas-santander-bbva-ibex_1517520/
Source: Italien bloomberg.com/news/articles/2018-02-01/bridgewater-triples-wagers-against-italian-firms-to-3-billion
Source quadruples shorts: bloomberg.com/news/articles/2018-02-09/ray-dalio-bridgewater-quadruples-shorts-on-european-union-stocks
Source other shorts, Airbus: twitter.com/srussolillo/status/961876996618792966

交易進行

BRIDGEWATER‘s net short position is 22 bn US Dollar not 20 as calculated: mobil.n-tv.de/wirtschaft/Hedgefonds-setzt-Milliarden-auf-Kursrutsch-article20286918.html

交易進行

Just to compare: US-Investors sold assets for 41 Bn USD in a full month. BRIDGEWATER sold stocks for at least 22 Bn USD just within a few days only. Same time Europe’s Stockmarket is much smaller than the US Stockmarket.

„Investors staged a near-record exodus from US stocks in February

Funds that focus on U.S. stocks saw investors withdraw $41.1 billion in February, according to market data firm TrimTabs.
The total was the third-largest ever and came during a month when the Dow industrials lost about 4 %“ cnbc.com/2018/03/06/investors-staged-a-near-record-exodus-from-us-stocks-in-february.html

交易進行

交易進行

up dates:

please click on the chart to load facts & figures

交易結束:目標達成

Trade closed @ 16,1

評論
airswimmingape
Surely the more important thing is that this break is a huge break of a multi year downward trend in the base. This break may well rebase VIX sloping upwards for next 5 years+
Jupiter1
You are shorting the vix?
SwissView
@Jupiter1, i follow the VIX to get an idea about next market moves. I guess the VIX will go down medium term but I would not short this Index using real money. There is no reason to take high risks like this for reatail traders. Pros can short the VIX to hedge shortpositions. This would be a risk free hedge. No matter how high the VIX might go it will come down back where we are in days or at least 1-2 weeks. The VIX yesterday @ 52 was on the 3rd. highest level ever.
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