jacobit

jacobit

Barring a 2008-style drop, the 2000s ushered in a new wave of growth. Will this happen again?

jacobit Updated 

Given the interest in gold and miners, it is possible that outflows from large-caps will stimulate this name.

jacobit

VIX is rising, leptokurtic market is becoming OTM- but banks need to offload to FOMO buyers. The first model is an absurd blowoff, the second is more realistic - assuming April backs the inflow from the stimulation. Long HYMC f& VIX for now. Not long gold yet.

jacobit

The "dollar milkshake theory" suggests that several economic factors will cause the US dollar to strengthen in value. As the dollar becomes stronger, foreign investors will be attracted to the US financial markets, leading to a flow of capital into the US economy.

jacobit

Looking back, we see from the rejection of the Kalman smoother during increased recession probability periods (RECPROUS) leads to 28-50% declines. If we assume ~35%, that puts it at 2700. When Probability of Recession is >5%, and the prime rate accelerates after a plateau, we are on track for a recession. Hard landing is ~2200. Maybe less. Be safe. P.s. One...

jacobit Updated 

Multi-year bull market, quick bear market brings us to 50% of the move up to complete the handle for C&H to who knows where.

jacobit

This is what I would expect to happen. Major supports and resistances above the 1/2sigma regression levels with the lows on the weekly mvwap 1sigma band (around 3050). Then a shakeout to 2700, VA low.

jacobit Updated 

Someone online posted that lumber/gold was intersting to observe. Here we can see the probability of a recession is creeping up with Lumber:Gold in a downtrend.

jacobit

Looks like we are in a new paradigm- again, we have a higher recession of a probability - and that's an accepted criteria here.

jacobit Updated 

In line with Yardeni, this also predicts ~4350 fail. The 1/e decay is set to a 200d window. Decaylines are respected. So are regression channels. It would seem that the fall would start around December 22, 2022 and end late February. Time will tell if this is realized. Thick blue is Kalman Smoother, thin blue is Kalman Filter.

jacobit Updated 

I'm looking at the possibility of something like this for the SPX. Time will tell whether or not this happens.

jacobit Updated 

If this is a 99.9% chance move or something like that, you have one day every 3 years to give it a whirl. Last time limit downs occurred at 5%.. I wonder why that changed. The limit down is 3775 on E minis. Corresponds with the regression channel from the top. I like to think of coincidences as harmonious events. This would be like striking the carnival...

jacobit

Here we have silver going back almost 2 centuries. Blue Kalman filter (thin) & smoothers (thick) provide insight into where the prices may converge. If this pattern plays out given a bottoming event this coming recession, it'll be a great trade as metals come around once again to establish reliable stores of value.

jacobit Updated 

When are people going to go back to work? Probably after Christmas.

jacobit Updated 

I'm at a loss for words. "This looks like it's breaking out... but everything tells me it's wrong.

jacobit

This is a ripe stock to sell. Look at the VWAP! And the Point of Control! Crawl back into the value zone because this is OVERVALUED.

jacobit

Enjoy the increase in volatility. It looks like these parabolas are resolving at the kalman smoother slope change

jacobit

Look at this chart, who's gonna buy it? huh? You? When are you going to sell?