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Macroeconomic Analysis

  • #241
  • Nov 2, 2011 10:37am Nov 2, 2011 10:37am
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about PORTOG.risk data.

Possible underlying stocks-benchmarks are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).



The components of curves are as follows (1y frames):

PORT 5y ⒸⒹⓈ curve

PORT/Deut. Gov.Bonds Compar.Yield 2y - PORT gov.BOND 2Y yield vs. DEUT gov.BOND 2Y yield

PORT/Deut. Gov.Bonds Compar.Yield 5y - PORT gov.BOND 5Y yield vs. DEUT gov.BOND 5Y yield

PORT/Deut. Gov.Bonds Yield-Spread 10y - PORT gov.BOND 10Y yield vs. DEUT gov.BOND 10Y yield

PORT/Deut. Gov.Bonds Compar.Yield 30y - PORT gov.BOND 30Y yield vs. DEUT gov.BOND 30Y yield




☻/ ۞ PORTO.pk Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' PORTamAssoretha-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg2.jpg Size: 254 KB
Click to Enlarge Name: Sa!Vyjpg4.jpg Size: 278 KB
Click to Enlarge Name: Sa!Vyjpg5.jpg Size: 590 KB
  • #242
  • Nov 8, 2011 4:05pm Nov 8, 2011 4:05pm
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about European Volatility Indicators.

The volatility indicators of European stocks-markets have a structure very similar to CBOE volatility indicators for US stocks, contrarian about to main trend of underlyings.
Possible global underlying stocks-benchmarks are as follows:
► World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

On these charts we can see a big gray-cup 2009/2010 and 2010/2011, with top of 2011 > top 2010.
These cups are in progress, and the bullish validation increases the probability of important sell-off of underlyings.
With yellow-bars there are the markers of targets, if there will be a bullish break of the neck-area.
Values of indicators below neck-area increases the probability of bear-stop for underlyings, and start of a new bullish leg.




☻/ ۞ Options Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Volatyly-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg2.jpg Size: 450 KB
Click to Enlarge Name: Sa!Vyjpg4.jpg Size: 357 KB
Click to Enlarge Name: Sa!Vyjpg5.jpg Size: 433 KB
Click to Enlarge Name: Sa!Vyjpg6REservoSOVRANO.jpg Size: 354 KB
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0248C.jpg Size: 466 KB
  • #243
  • Nov 9, 2011 11:04am Nov 9, 2011 11:04am
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about Japan Volatility Indicators.

The volatility indicators of Japan stocks-markets have a structure very similar to CBOE volatility indicators for US stocks, contrarian about to main trend of underlyings.
Possible global underlying stocks-benchmarks are as follows:
► World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

On these charts we can see a big gray-cup 2009/2010 and 2010/2011, with top of 2011 >> top 2010.
These cups are in progress, and the bullish validation increases the probability of important sell-off of underlyings.
Values of indicators below neck-area decreases the financial-stress inside Japan stocks-market (bear-stop), with a possible start of a new bullish leg.




☻/ ۞ Options Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Volatyly-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249B.jpg Size: 691 KB
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249C.jpg Size: 406 KB
  • #244
  • Edited 12:07pm Nov 9, 2011 11:44am | Edited 12:07pm
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about China Volatility Indicators.

The volatility indicators of China stocks-markets have a structure very similar to CBOE volatility indicators for US stocks, and they are contrarian about to main trend of underlyings.
Possible global underlying stocks-benchmarks are as follows:
► World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

On these charts we can see a big gray-cup 2009/2010 and 2010/2011, with top of 2011 > top 2010.
These cups are in progress (as for European and Japanese stocks-markets), and the bullish validation will increase the probability of important sell-off of underlyings.
Values of indicators below neck-area decreases the financial-stress inside China stocks-market (bear-stop), with a possible start of a new bullish leg.




☻/ ۞ Options Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Volatyly-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249d.jpg Size: 643 KB
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249e.jpg Size: 674 KB
  • #245
  • Nov 9, 2011 12:07pm Nov 9, 2011 12:07pm
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about S.Korea Volatility Indicators.

The volatility indicators of S.Korea stocks-markets have a structure very similar to CBOE volatility indicators for US stocks, and they are contrarian about to main trend of underlyings.
Possible global underlying stocks-benchmarks are as follows:
► World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

On these charts we can see a big gray-cup 2009/2010 and 2010/2011, with top of 2011 >> top 2010.
These cups are in progress (as for Chinese stocks-market), and the bullish validation will increase the probability of important sell-off of underlyings.
Values of indicators below neck-area decreases the financial-stress inside Korea stocks-market (bear-stop), with a possible start of a new bullish leg.




☻/ ۞ Options Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Volatyly-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
Attached Image (click to enlarge)
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  • #246
  • Nov 9, 2011 4:36pm Nov 9, 2011 4:36pm
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about India & S.Africa Volatility Indicators.

The volatility indicators of India and S.Africa stocks-markets have a structure very similar to CBOE volatility indicators for US stocks, and they are contrarian about to main trend of underlyings.
Possible global underlying stocks-benchmarks are as follows:
► World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

On these charts we can see a big red-cup 2009/2010 and 2010/2011, with top of 2011 ≃ top 2010.
These cups are in progress (as for Chinese stocks-market), and the bullish validation will increase the probability of important sell-off of underlyings.
Values of indicators below neck-area decreases the financial-stress inside the stocks-markets of two country (bear-stop), with a possible start of a new bullish leg.




☻/ ۞ Options Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Volatyly-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249G.jpg Size: 710 KB
Click to Enlarge Name: ZXY-KeSaddaPhaPeKampa0249H.jpg Size: 363 KB
  • #247
  • Nov 10, 2011 5:13am Nov 10, 2011 5:13am
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Asian Stocks-Markets.



THE PYROCLASTIC DOWN MARKET
http://chart.finance.yahoo.com/z?s=%...n-US&region=US

THE PYROCLASTIC UP MARKET
http://chart.finance.yahoo.com/z?s=%...n-US&region=US




☻/ ۞ Alert & MuchMore ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' Stokka-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
  • #248
  • Nov 10, 2011 9:45am Nov 10, 2011 9:45am
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some important charts about €.pk.

Possible underlying stocks-benchmarks are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

http://www.ritholtz.com/blog/wp-cont...-champions.jpg
http://intermarketandmore.finanza.co...stati-euro.gif
http://a3.sphotos.ak.fbcdn.net/hphot...38697118_n.jpg
http://si.wsj.net/public/resources/i...1106183006.jpg
http://intermarketandmore.finanza.co....-30-12.18.gif

See also this giga-img.


☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' pk-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║| █ ❤
  • #249
  • Nov 12, 2011 12:23pm Nov 12, 2011 12:23pm
Financial Markets Observatory Lab.

۞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about Breadth Indicators.

In this post there are some notes about a personal indicator (3 curves/frames, blue < red < white; in-phase vs. underlying; simple-curve as data without algorithm) in order to evaluates the main trends of Nasdaq/100, with a very simple algorithm (data obtained from Nasdaq).
The Nasdaq/100 P.P. Indicator (hard anticipatory behaviour) is not useful for trading, but is only useful for the assessment of underlying trends, for the position (short or long) on medium-long frames. The colored horizontal line is the 1-level: above there is a bullish pressure for underlying; below there is a bearish pressure on underlying.
(previous 2010 chart; previous 2011 chart).
Alternative stocks-benchmarks are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The main graphical elements are as follows.
▌The global array of blue curve is bearish because of key lows and tops in descending array (negative structural sign for underlyings: keep in mind for the future).
▌The global array of red and white curves is lateral (diamond-like ???) because of the key lows and tops are 2008 and 2009 (no structural signs for underlyings; not convergent signs for long-term, with previous curve).
▌According to Nd/100, the 3 curves shows ascending lows in 2010/2011 (positive short-mid term sign for underlyings).
▌The position-array of 3 curves is bullish for all couple, and above 1-line (bullish-signs).
▌The descending rectangle (yellow-dotted-lines) is in preliminar break in bullish status. Moreover the green descending rectangle of red-curve has been broken in 2009, 2010 and 2011, an important structural turn for Nd/100 ???
▌The H&S in progress of previous 2011-chart (blu & red curves) not verified (positive for underlyings).
▌On white curve there is an interesting 2-lows in 2006/2008 with two descending tops in 2007/2008; moreover the 2007 top is in-line with previous 2004-top (divergence); the result ??? 2008 MeltDown. Now there are two lows in line (2010/2011) with two descending tops (inside 2011), and a structural divergence 2009/2010/2011 tops vs. Nd/100 !!!

Key curve-behaviours are:
-) only value above two tops on red curve (2011 inside; see also descending yellow on white curve) can cause a new and important bull-leg on underlyings;
-) white value below 1-line, can cause the break of 2-lows 2010/2011, with a new sell-off !!!


☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' €MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg2.jpg Size: 856 KB
Click to Enlarge Name: Sa!Vyjpg4.jpg Size: 1.1 MB
Click to Enlarge Name: Sa!Vyjpg5.jpg Size: 620 KB
Click to Enlarge Name: Sa!Vyjpg6REservoSOVRANO.jpg Size: 989 KB
  • #250
  • Edited 6:25am Nov 13, 2011 6:23am | Edited 6:25am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about U$ Gov.Bond yield spreads.

In this post there are some notes about a set of US Gov.Bond yield r&d-spreads between 30y vs. 3mo (see some previous curves of yield d-spread between over-annual vs. 3mo. of US Gov.Bonds).
These indicators (= curves = hedge.indicators) have an about contrarian behaviour vs. main trend of the possible underlying stocks-benchmarks (from 2008 SLS crisis their behaviours has become super-volatile):
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The curves presented are obtained by placing the first component (according to the type of spread: 'r' or 'd') on the numerator or dividend (or minuend) the yield with longer duration, gaining an indicator in contrarian-array to the main trend of the stocks-market.
A decrease of both components may still determine an increase of value, because the component changes may have very different velocity (= slope).
A decline indicates loss of strength in the first component vs. second one; a rise indicates an increase in strength of the first component vs. second one.
This study or method is not an operational analysis, but provides a key to study the sentiment on the components used.
Therefore, it is more useful to look at and analyze the general trend of the curve and comparison with previous bottom / top levels.
The charts are in 10base-log. and ema-format (prices replaced exp.mov.aver.) for r-spread curves, and in daily-linear format for d-spread curves.

From the r-spread (StockCharts source) curve we can see the following elements:
▲ The big basal ascending rectangle (yellow continued lines) has been broken in 2008 SLS-crisis, with the start of a new ascending rectangle (yellow not-continued lines), now in progress.
▲ The apical structure is a giant cup with a continuation-flow of cash in 3mo. Gov.Bond >> than 30y, and with a curve not below the key level of 2010 lows (about).
▲ The 2009-top is the structural point of neck of the giant cup. Curve (consistently & persistently) above this level increase the stress in the financial market with possible new SLS-crisis. Only below the 2009 top there will be a real decrease of stress according to this indicator.
▲ Giant cash flow from 3mo. to 30y there will be below the key graphical element marked in pink, and can cause a big cash flow inside stocks-market.
▲ The long-term ema-format shows that the curve is in structural buy sign as we can see from bullish ema-knot in progress (last circled area).
▲ These knots are the real turns for the structure of underlyings.
▲ Moreover the giant cup has been validated in bullish status (and about completed) in 2011.
According to long-term ema-format, the key levels are as follows:
neck-zone (tops of 2008/2009/2010); only prices below this level can decrease the financial stress according to this yield spread indicator (big cash flow inside stocks ???); prices above this neck can cause an accumulation of financial stress;
2009/2010 lows; curve below this level can cause a monster flow of cash inside stocks.
From the d-spread (StLouis Fed source) curve we can see the following elements:
▲ spread-array bullish from 1980;
▲ monster horizontal rectangle (green lines) with a long term war multiple-tops vs. multiple-bottoms;
▲ descending (parallels) green lines that organize the bearish waves of d-spread inside horizontal rectangle (now in action from recent 2-top ???);
▲ local graphical contest (H&S vs. multiple-tops, 2009/2011) solved in bearish-side with important deep target (great decrease of financial stress ???).
The double touch of d-spread on the upper limit of giant horizontal rectangle is the local graphical contest. This structure, solved in bearish-status and in progress, is the key structural point (see also descending parallel 2-lines).
Prices above the 2010-lows increaes the stress inside financial market; prices well below 2010-lows (continuation-bear of graphical contest toward target) decreases the financial stress, and can cause a giant flow of cash inside markets toward basal ascending white line. Below this basal white ascending line ??? Monster sky-rocket of stocks ???

The graphical situation of this spread, in 'r' and 'd' format is very interesting because of: a) r-spread in ema-format in bull pause on the neck zone or 2009-top; r-spread in long term ema-format in continuation-bull and with completed target of the cup 2009/2011; d-spread in daily linear-format shows an advanced state of inversion, both in short term and in mid-term.
The 'r' spread shows an exhaustion of bull ??? The 'd' spread shows an anticipatory behaviour ???
The key elements are: 2009-tops for r-spread; 2010-lows for d-spread.




☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' €MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg2.jpg Size: 644 KB
Click to Enlarge Name: Sa!Vyjpg4.jpg Size: 540 KB
Click to Enlarge Name: Sa!Vyjpg5.jpg Size: 668 KB
  • #251
  • Nov 13, 2011 8:55am Nov 13, 2011 8:55am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about U$ Gov.Bond yield spreads.

In this post there are some notes about a set of US Gov.Bond yield r&d-spreads between 10y vs. 3mo (see some previous curves of yield d-spread between over-annual vs. 3mo. of US Gov.Bonds).
These indicators (= curves = hedge.indicators) have an about contrarian behaviour vs. main trend of the possible underlying stocks-benchmarks (from 2008 SLS crisis their behaviours has become super-volatile):
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The curves presented are obtained by placing the first component (according to the type of spread: 'r' or 'd') on the numerator or dividend (or minuend) the yield with longer duration, gaining an indicator in contrarian-array to the main trend of the stocks-market.
A decrease of both components may still determine an increase of value, because the component changes may have very different velocity (= slope).
A decline indicates loss of strength in the first component vs. second one; a rise indicates an increase in strength of the first component vs. second one.
This study or method is not an operational analysis, but provides a key to study the sentiment on the components used.
Therefore, it is more useful to look at and analyze the general trend of the curve and comparison with previous bottom / top levels.
The charts are in 10base-log. and ema-format (prices replaced exp.mov.aver.) for r-spread curves, and in daily-linear format for d-spread curves.

The r-spread (StockCharts source) and d-spread curves shows the same pattern of previous 30yvs.3mo. indicators.




☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' €MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg2.jpg Size: 993 KB
Click to Enlarge Name: Sa!Vyjpg4.jpg Size: 469 KB
  • #252
  • Nov 13, 2011 9:44am Nov 13, 2011 9:44am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about U$ Gov.Bond yield spreads.

In this post there are some notes about a set of US Gov.Bond yield r&d-spreads between 5y vs. 3mo (see some previous curves of yield d-spread between over-annual vs. 3mo. of US Gov.Bonds).
These indicators (= curves = hedge.indicators) have an about contrarian behaviour vs. main trend of the possible underlying stocks-benchmarks (from 2008 SLS crisis their behaviours has become super-volatile):
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The curves presented are obtained by placing the first component (according to the type of spread: 'r' or 'd') on the numerator or dividend (or minuend) the yield with longer duration, gaining an indicator in contrarian-array to the main trend of the stocks-market.
A decrease of both components may still determine an increase of value, because the component changes may have very different velocity (= slope).
A decline indicates loss of strength in the first component vs. second one; a rise indicates an increase in strength of the first component vs. second one.
This study or method is not an operational analysis, but provides a key to study the sentiment on the components used.
Therefore, it is more useful to look at and analyze the general trend of the curve and comparison with previous bottom / top levels.
The charts are in 10base-log. and ema-format (prices replaced exp.mov.aver.) for r-spread curves, and in daily-linear format for d-spread curves.

The r-spread (StockCharts source) and d-spread curves shows the same pattern of previous 30yvs.3mo. indicator but with decreased bullish-pressure (see giant cup of long-term ema-format, and a descending multiple tops in d-spread 2009/2011 or a failure C&H in progress).




☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, and follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' €MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Sa!Vyjpg5.jpg Size: 1,017 KB
Click to Enlarge Name: Sa!Vyjpg6REservoSOVRANO.jpg Size: 516 KB
  • #253
  • Nov 14, 2011 8:25am Nov 14, 2011 8:25am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about U$ Gov.Bond yield spreads.

In this post there are some notes about a set of US Gov.Bond yield r&d-spreads between 2y vs. 3mo, the yield spread more allied to stocks-market.
These indicators (= curves = hedge.indicators) have an about contrarian behaviour vs. main trend of the possible underlying stocks-benchmarks (from 2008 SLS crisis their behaviours has become super-volatile):
Stocks-benchmarks are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The curves presented are obtained by placing the first component (according to the type of spread: 'r' or 'd') on the numerator or dividend (or minuend) the yield with longer duration, gaining an indicator in contrarian-array to the main trend of the stocks-market.
A decrease of both components may still determine an increase of value, because the component changes may have very different velocity (= slope).
A decline indicates loss of strength in the first component vs. second one; a rise indicates an increase in strength of the first component vs. second one.
This study or method is not an operational analysis, but provides a key to study the sentiment on the components used.
Therefore, it is more useful to look at and analyze the general trend of the curve and comparison with previous bottom / top levels.
The charts are in 10base-log. and ema-format (prices replaced exp.mov.aver.) for r-spread curves, and in daily-linear format for d-spread curves.

From the r-spread (StockCharts source) curve we can see the following elements:
▲ The big basal ascending rectangle (yellow continued lines) has been broken in 2008 SLS-crisis, with the start of a new ascending rectangle (yellow not-continued lines), now in progress and with a violent bearish break in 2011.
▲ The apical structure is a giant cup with a continuation-flow of cash in 3mo. Gov.Bond >> than 2y,, with a curve not below the key level of 2010 lows (about), and with top in 2008, contrarian to 30yvs.3mo and more evident than 10yvs.3mo. & 5yvs.3mo.
▲ The 2009-top (or 2010 top in long-term ema-format) is the structural point of neck of the giant cup. Curve (consistently & persistently) above this level increase the stress in the financial market with possible new SLS-crisis. Only below the 2009 top there will be a real decrease of stress according to this indicator.
▲ Giant cash flow from 3mo. to 2y there will be below the key graphical element marked in pink, and can cause a big cash flow inside stocks-market.
▲ The long-term ema-format shows that the curve is in structural buy sign as we can see from bullish ema-knot in progress (last circled area).
▲ These knots are the real turns for the structure of underlyings.
▲ The giant cup now is in full ascending test of neck, in hard divergence vs. previous yield r-spreads.
According to long-term ema-format, the key levels are as follows:
neck-zone (tops of 2009/2010); only prices below this level can decrease the financial stress according to this yield spread indicator (big cash flow inside stocks ???); prices above this neck can cause an accumulation of financial stress;
2010 lows; curve below this level can cause a monster flow of cash inside stocks.
From the d-spread (StLouis Fed source) curve we can see the following elements:
▲ spread-array bullish from 1980;
▲ monster horizontal rectangle (green lines) with a long term war multiple-tops vs. multiple-bottoms;
▲ descending (parallels) green lines that organize the bearish waves of d-spread inside horizontal rectangle (now in action from recent top);
▲ the last parallel line organizes a descending channel in progress; there is also a preliminary horizontal figures, with 2010-lows (now in full descending test) as key level (great decrease of financial stress if there will be a bearish cross ???).
Prices above the 2010-lows increaes the stress inside financial market; prices well below 2010-lows (continuation-bear of horizontal figure toward target) decreases the financial stress, and can cause a giant flow of cash inside markets toward (and below) basal ascending white line. Below this basal white ascending line there will be a monster sky-rocket of stocks ???

The graphical situation of this spread, in 'r' and 'd' format is very interesting because of: a) r-spread in ema-format in bull pause a little below the neck (ascending test); r-spread in long-term ema-format in continuation-bull and a little above the neck; d-spread in daily linear-format shows an advanced state of inversion, both in short term and in mid-term.
The 'r' spread shows an exhaustion of bull ??? The 'd' spread shows an anticipatory behaviour ???
The key elements are: 2009/2010-tops for r-spread; 2010-lows for d-spread.





☻/ ۞ World.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' €MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
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  • #254
  • Nov 15, 2011 3:12am Nov 15, 2011 3:12am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some notes about DEUT.-ⒸⒹⓈ spread.

In this post there are two curves about German ⒸⒹⓈ (about contrarian vs. main trend of the possible underlying stocks-benchmarks).
Global stocks-benchmarks are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

There is an important increase-array of slope from 5y to 10y DEUT.-ⒸⒹⓈ curve.
Is this a little alarm on long term German stability ???
Follows this ⒸⒹⓈ spread




☻/ ۞ DEUT.pk 1.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
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  • #255
  • Nov 15, 2011 6:45am Nov 15, 2011 6:45am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Financial Companies.

In this post there are two interesting curves about the capitalization of financial company of the world (WorldBank source).




☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image (click to enlarge)
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  • #256
  • Nov 19, 2011 6:45am Nov 19, 2011 6:45am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Industrial-Metal Commodity.

In this post there are some charts about a set of Industrial Metal Benchmarks.
Stocks-benchmarks as underlyings, are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

Chart source & notes
CRB
IMF
Rogers International Commodity Indexes; ETF chart; ETF data
S&P / GSCI All Metals Index
Deutsche Bank; ETF chart; ETF data
UBS; ETF chart; ETF data
Barclays; ETF chart; ETF data
DJ/UBS; ETF chart; ETF data



☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
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  • #257
  • Nov 19, 2011 12:50pm Nov 19, 2011 12:50pm
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Livestocks Commodity Benchmarks.

In this post there are some charts about a set of Livestocks Benchmarks.
Stocks-benchmarks as underlyings, are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

Chart source & notes
CRB --- S&P / GSCI Livestocks Index --- IMF --- CME
ETF charts; COW ETF; LSTK ETF; UBC ETF.



☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
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  • #258
  • Nov 19, 2011 2:04pm Nov 19, 2011 2:04pm
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Mineral Commodity Benchmarks as fertilizers.

In this post there are some charts about a set of mineral fertilizers (Data source World Bank).
Stocks-benchmarks as underlyings, are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).





☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
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  • #259
  • Nov 19, 2011 4:40pm Nov 19, 2011 4:40pm
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Agricultural Commodity Benchmarks.

In this post there are some charts about a set of Agricultural Commodity.
Stocks-benchmarks as underlyings, are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

Previous Cotton future chart
Previous Sugar future chart
Previous Lumber future charts & study




☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤
Attached Image(s) (click to enlarge)
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  • #260
  • Nov 20, 2011 4:25am Nov 20, 2011 4:25am
Financial Markets Observatory Lab.

∞

H! ALL [ bad English, sorry ⊱ : ( ]
Some charts about Agricultural Commodity Benchmarks.

In this post there are two charts about a particular Lumber segment spreads, in order to evaluate the 'financial' stress (experimental only; not for trading) inside this segment of agricultural commodity (Previous Lumber future charts & study).
Stocks-benchmarks as underlyings, are as follows:
► global U.S. stocks-benchmarks (charts & notes: ISI; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).

The pattern of two spread is very interesting because of complete (long-term) divergence vs. underlying financial stocks-benchmarks, but about in-phase vs. underlying macro-economic global situation.
It is very important follows these two spreads in their behavious vs. main lines, in order to obtain data for the study both of the inflation-behaviour and of underlying stocks-market.




☻/ ۞ Globo.pk 2.0 Alert ۞
/▌
/|
Tuned on main trend, but follows short-medium term signs from underlying prices, for a real-time and correct set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
K€SADDhAPHA'pe'KAMPA' ℬunda-€MP¥R€ $0UND $¥$T€M$ ❣❣❣
ⒾⓂⓄ ℬϒ $@❣♆¥ ♥ █║▌│█│║▌║▌║ █ ❤


CHARTS COMPONENTS
http://www.indexmundi.com/commoditie...ogs&months=120http://www.indexmundi.com/commoditie...ogs&months=120
http://www.indexmundi.com/commoditie...ood&months=120http://www.indexmundi.com/commoditie...ood&months=120
LUMBER SPREADS
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