Signal Du Jour - Short vol in XLU
Although we generally don't pay too much attention to it, we've entered the first quarter's expiration week. This, coupled with the slight nervousness that
Signal du Jour - Short Vol in GLD
Last week, we talked about the importance of trading the regime you're in. Jumping the gun on a regime switch can be catastrophic for your PNL. On the
Signal du Jour - Long/Short in EWY
With just a few more days before Jay Powell's testimony to Congress, many of our indicators are flashing strong short volatility signals, a sign that the market is
Signal du Jour - XOP Sharpe Ratio 1.94 Win Rate 69%
The equity markets are soaring to new heights, fueled by enthusiasm for the AI sector and positive expectations regarding interest rate trends in 2024. This Thursday is particularly noteworthy as
Signal du Jour - Short vol in XBI
The markets have been relatively stagnant since last Friday, and we're on the cusp of a wave of economic data, starting this morning with durable goods orders. Could
Signal du Jour - Short Vol in US Equities
With most of the earnings season behind us, equity markets continue to cling to their upward trajectory. Just last week, NVDA's impressive earnings reports propelled the NASDAQ to
Signal du Jour - Long/Short vol ahead of the Fed
NVDA's earnings announcement is the talk of the trading floor today. As always, we refrain from speculating on the stock's direction. On the volatility front, straddles
Signal du Jour - Short Vol In INDA
As US markets brace for the latest CPI figures this morning, we're on the lookout for any spark of volatility. Not that we're rooting for a
Signal Du Jour - Short Vol in BITO
It's been a bustling three months and 50 articles since we launched Sharpe Two, yet today marks our first foray into the Bitcoin complex. Why the wait? A