@Optuma

Empowering Traders, Analysts, and Portfolio Managers to discover unique market opportunities with powerful software and valuable education.

 Brisbane, Australia
optuma.com
Joined May 2009
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3.1KMedia
Connect Optuma to a FRED account to use any of their data. In this example, the Recession Probability for the US is 0.085%:
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$SPX net Advance-Decline came in at +142 today. Breadth Thrust is back in the green for the first time since Aug 28th.
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$SPX closed at a weekly ATH, and for the 1st time in 8 weeks there were more stocks closing higher on the week than declining:
Optuma
@OptumaOct 4
Now 7 weeks with more $SPX stocks declining (330) than advancing on the week (170):
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Now 7 weeks with more $SPX stocks declining (330) than advancing on the week (170):
Optuma
@OptumaSep 28
The $SPX may have gained 1.2% on the week, but 287 stocks close lower vs 216 higher, marking the 6th straight week of negative breadth. This is the longest streak since tracking started in 2015.
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Download Mathew's presentation from the @CMTAssociation Fall Summit: The Manual Art of Technical Analysis vs Quant Automation optuma.com/cmt26

Manual Art of Technical Analysis vs Quant Automation — CMT talk resources | Optuma

Slides, reading and next steps from Mathew Verdouw’s CMT Association talk on where technical analysis and quantitative analysis fit in a professional investment process.

optuma.com
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AAII Sentiment Bull/Bear spread remains negative, but has narrowed to -11.9%:
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Every day this month has seen on average of 96 more 1M lows than 1M highs in $SPX stocks (47 more 3M lows, and 11 more 12M lows)
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The Sharpe Problem: Why a Single Number Lies optuma.com/blog/the-sharpe-p…

The Sharpe Problem: Why a Single Number Lies — Optuma Blog

The Sharpe Ratio is the most famous risk-adjusted return in finance. Eight mathematical issues mean that single number can lie.

optuma.com
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The $SPX may have gained 1.2% on the week, but 287 stocks close lower vs 216 higher, marking the 6th straight week of negative breadth. This is the longest streak since tracking started in 2015.
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$SPX breadth continues to deteriorate. On Tuesday the index was flat with 249 stocks advancing and 253 declining. Today was flat again, but there were only 176 advancing and 326 declining:
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Optuma retweeted
Mo
@optionflysSep 22
Today is September 22. According to historical seasonality, we’re entering the ugliest stretch of the month. Seasonality is context, not a signal. Let’s see which way the wind blows. $SPX $SPY $QQQ @Optuma
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Despite the $SPX having its best day since August 4th, there were more stocks making new lows than highs: -> 31 new 1 Month highs 130 new lows -> 13 new 3 Months highs 68 new lows -> 7 new 12 Month highs 29 new lows It's been a similar story for the last few weeks:
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More breadth weakness: 10% of $SPX stocks on Wednesday had an RSI(14) below 30. On Sept 1st there were twice as many stocks below 30 than above 70:
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$XLK was the only sector beating the $SPX today, making a 54 day relative high. On the downside, $XLRE made an all-time relative low, , and 15 year low for $XLY:
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Our new 'sunburst' chart shows sector and industry performance as concentric rings, allowing you to easily drill down to see what's moving:
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For the 1st time since early April, less than half of the $SPX stocks are above their 200MA (and only 30% above their 50MA).
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The 37 point loss (-0.48%) in $SPX today can be attributed to just 3 chip stocks: $NVDA -20.5 points $AVGO -9.5 points $MU -6.7 points As a sector, $XLK is still leading the index on a Relative Rotation Graph basis, but heading in a SW direction towards Weakening:
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With 30 $SPX stocks crossing below their 50MA today (incl $AAPL) & only 3 crossing above, the % of members > 50MA has dropped to 37%:
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Sure, Breadth has waned a tad in the last month, but honestly, Utilities, REITS, Staples going down DOESN'T concern me.. RUSSELL 3k A/D still at the highest levels in years.. This "AINT" late 2021, nor 2018, early 2025, nor 2026. Chart from #OPTUMA @Optuma
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Historically, September is the worst month for the solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr, averaging, -0.6% and positive only 45% of the time. Of the sectors, $XLU is positive in Sept 63% of the time, but the avg gain is only 0.07%. Monthly averages & % Time Up:
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Here's the average September performance for solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr by day. Performance turns negative after the 21st (around the equinox).
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