"Feels like Fall 2019" Market Update 9-12-21

2 years ago
3

Been a bit since the last market update. The market seems very similar to fall 2019 to me here. That and a lot more.

0:00 Intro
0:04 Update on my positioning and DIX+GEX Sell Signal
3:45 DIX, FANGMAN DIX, TOTAL DIX
5:55 Insider Ratio
6:02 TD IMX
6:40 Breadth and A-B-C style corrections on SPX
13:23 Backtests of low percentile breadth days
15:53 2019 Similarities
19:33 Index Put/Call Volume Ratios
20:15 Index Put/Call OI Ratios
20:35 Seasonality
20:47 COT Dealers
21:18 Smart Money-Dumb Money Confidence Spread
22:11 BofA Bull/Bear
22:36 AIM Model
23:20 VIX-HV Spread
24:21 VIX-HV over 13 backtests
25:05 Momentum Backtests
25:55 % on loan as a percentage of shares outstanding
26:47 PE versus Historical and Permabears discussion
28:00 PE Fair Value Indicator
29:42 Margin Debt nuance
32:00 M2 massive increase, where did the money go?
33:42 More inflow data
34:10 Fed Balance Sheet
35:54 Financial Conditions Index
37:05 Backtest of very easy loan tightening using tradewell.app
38:18 End discussion

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