Friday, March 28, 2025

DXY US Dollar Index

 


VXX S&P 500 VIX Short Term Futures ETN

 


SPX Rejected at 200DMA - Is This the Beginning of the End?

Not even oversold

SPX reversed right on the 200 day and is putting in a massive down candle. RSI not even oversold. Not looking bueno...
Source: Refinitiv
 

VIX stress

VIX moving sharply to the upside, but still far from recent "panic" levels. Chart shows SPX and VIX (inverted).
Source: Refinitiv
 

Fear - not everywhere

VIX surging....while skew remains well behaved. The theme of people selling longs, and not paying up for downside protection remains intact.
Source: Refinitiv
 

Imagine...

High uncertainty raises the ‘potential volatility’ of the system....
Source: Soc Gen
 

HYG stress

HYG Skew at 99%ile.
Source: Nomura
 

Falling fundamentally

US corporate profits optimism is now falling.
Source: Soc Gen/Edwards
 

2nd worst president ever...?

The chart shows that for all the post-inauguration periods since 1937 (when the current January 20th date was fixed), this year has been flirting with being the second-worst for the S&P out of 23 election cycles. 2001 is the worst, back when the stock market collapse accelerated following the dot com bubble.
Source: Deutsche Bank
 

Lagnificent

Hartnett sums it up: "US equities have led global equities & Magnificent 7 stocks have led US equities past 2 years; Magnificent 7 peaked at 35% of S&P 500 market cap in Dec'24 (up from 20% in Jan’23), set to become "Lagnificent 7" in '25".
Source: BofA
 

Sensitive households

Stocks at record 29% of US household financial assets.
Source: BofA
 

That was quick

Amazing how the US exceptionalism trade died so quickly.
Source: Nomura
 

1 and 99

Needs little commenting...
Source: Nomura