August 23, 2021
At the end of the first week of August, the expectation was, “The change of trend windows hit on the 8th and are pointing lower for four to 6 weeks.”
August 12, 2021
To play the break or fade the break?
Put another way, is the most recent breakout the final break?
June 18, 2021
If you are not paying attention to Volatility Reports, you might be SKEWED.
SKEW is similar to the VIX index, but instead of measuring implied volatility based on a normal distribution, it measures an implied risk of future returns, realizing outlier behavior. The index model defines an outlier as two or more standard deviations below the mean, characterizing a black swan event or market crash. The index value typically reflects the trading activity of portfolio managers hedging tail risk with options to protect portfolios from a large, sudden decline in the market. A SKEW value of 100 indicates the options market perceives a low risk of outlier returns; values increasing above 100 reflect an increased risk perception for future outlier event(s).
The featured chart shows that the SKEW data viewed through the %BB-Oscillator is at historical highs. A reading that the big boys with their ear to the ground hear the train coming. They expect an event and a large and or prolonged negative reaction to the event. It may be a black swan; it may be something so overlooked that no one believed it pushed the market over the trend following the cliff.
According to the MarketMap-2021 cycles, that change is changing the trend from sideways to down, and a final peak in the NASDAQ 100.
June 14, 2021
Jackson’s War on the Banks, the Panic of 1837 how it relates with today
The Panic of 1837 was a financial crisis in the United States that touched off a major depression, which lasted until the mid-1840s. Profits, prices, and wages went down; unemployment went up, and pessimism abounded.
April 15, 2020
MarketMap Issue #8 2020
Two More Waves of Panic Expected
You see in social media permeating the public domain the fractal overlays of 1929 with the most recent panic sell-off. The problem with this parallelism it is not anchored to anything at all except the similarity visually when resized and overlaid with each other.
ContraryThinker uses a method discovered in 2000 that I have advanced called the Event-Based Cycle (ECB) that produces a similar peak to low intervals, it projects related date windows for tops and bottoms based on how the highs are anchored with each other mathematically. The charts below provide what is expected to be the scenario of the market going into late summer; along with an alternate scenario main difference of the low this year hitting later than the others.