Signal du Jour - Sharpe Ratio 1.81 Win Rate 81%
Some speculate that expiration week is currently anchoring the equity markets, suggesting limited volatility movement in the short term. It could be true, but who knows, really? At Sharpe Two,
Signal du Jour - Sharpe 1.85 Win Rate 82%
The markets are closed now as the people in the United States of America are honoring Martin Luther King. This Signal du Jour is free for the occasion. Let’s
Signal Du Jour - Long Vol Bonds
Yesterday marked the first significant move of the year in the equity markets. The S&P 500 saw a notable rise of 1.4%, while the Nasdaq jumped an
Signal Du Jour - Long vol in US equities
We're often asked what one should do in a low-volatility environment. Is it advisable to continue selling volatility? The only answer, although somewhat trivial and non-informative, is it
Signal du Jour - Long Vol in UUP
As the year winds down, the markets seem in a lull, lacking any significant catalysts. Following the Fed's announcement on inflation, which left the market in a state
Signal Du Jour - VXX Sharpe 1.95 Win Rate 71%
With just two weeks left until year's end, we're entering what's traditionally the least volatile period. It's important to distinguish between volatility
Signal Du Jour - Sharpe 1.61 Win Rate 70%
As expected, the equities market surged yesterday following the Fed's unofficial conclusion of its rate-hiking cycle. Now, the markets are hovering near all-time highs. In the coming days,
Signal Du Jour - IEF Sharpe Ratio 2.55 Win Rate 86%
We won't sugarcoat it – scouting for short volatility trades in the current market is tough, with most of our indicators leaning towards long opportunities. But that doesn'
Signal Du Jour - EWZ Sharpe 1.64 Win Rate 88%
We hope you had a relaxing weekend. If you missed it, check out our Sunday Note to gear up for the exciting week ahead. Today is December 11th, and although