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Lessons from the past: Highest gains following sell offs

TVC:VIX   Biến động chỉ số S&P 500
DJIA: Largest daily percentage gains following just few days after record sell offs

1987 Crash
Crash: 19.10.1987, - 22,61 %
Rallye: 21.10.1987, +10,15%

Subprime:
Crash: 09.10.2008, - 7,33%
Rallye: 13.10.2008, + 11,08%

Crash: 15.10.2008, - 7,87
Rallye: 28.10.2008, + 10,88%

Source: https://en.wikipedia.org/wiki/List_of_largest_daily_changes_in_the_Dow_Jones_Industrial_Average

Until now former stockmarket crashes matching at least one of each of this criteria:

1. Deep economic crisis / Rezession
2. High currency / FX volatility
3. Sharp rise or fall of Gold             prices
4. Geopolitical Crisis
5. Sharp rise or fall of comodity prices
6. Massively higher interst rates (1987: 10%)

Right now not a single one of this criteria is machted in yesterdays and todays             sell off.

snapshot


FX: Quite

snapshot


If ever there might be any crisis in USA than the Dollar would loose dramatically. The Dollar is up on the record sell off day of the Dow.

Cls.: What ever might had cause this flashcrash is not based on fundamentals. Anyway: Stockmarket History is telling us that just days after the largest drop one of the largest daily gains will occur. Be prepared.

Giao dịch bắt đầu: Compared to past years todays spike was the 3rd highest in VIX history:

snapshot
Giao dịch bắt đầu: Handelsblatt.com is the largest financial newspaper and following this story based on the research here published on Tradingview.com one to one. This story is published on the global version last night.

https://global.handelsblatt.com/finance/us-hedge-fund-bets-german-blue-chips-884306
Giao dịch bắt đầu: Bridgewater: Total Volume short Europe now at least 18,57 bn.

6,3 Mrd. Euro: Germany
3,0 Mrd. Euro: Italien
1,2 Mrd. Euro: IBEX35 Werte
1,4 Mrd. Euro: AEX: ING/ASML/Philips/Unilever
1,1 Mrd. Euro: TOTAL SA
0,7 Mrd. Euro: Sanofi
0,6 Mrd. Euro: BNP
0,3 Mrd. Euro: Airbus
0,5 Mrd. Euro: AXA
------------------
15,1 Mrd. Euro or 18.57 Bn Dollar.

Source NL shorts: https://www.iex.nl/Column/275064/Er-zit-een-dikke-shorter-in-de-AEX.aspx,3
Source IBEX 35 shorts: https://www.elconfidencial.com/mercados/2018-02-06/ray-dalio-1200millones-bajistas-santander-bbva-ibex_1517520/
Source: Italien https://www.bloomberg.com/news/articles/2018-02-01/bridgewater-triples-wagers-against-italian-firms-to-3-billion
Source quadruples shorts: https://www.bloomberg.com/news/articles/2018-02-09/ray-dalio-bridgewater-quadruples-shorts-on-european-union-stocks
Source other shorts, Airbus: https://twitter.com/srussolillo/status/961876996618792966
Giao dịch bắt đầu: BRIDGEWATER‘s net short position is 22 bn US Dollar not 20 as calculated: https://mobil.n-tv.de/wirtschaft/Hedgefonds-setzt-Milliarden-auf-Kursrutsch-article20286918.html
You are shorting the vix?
Phản hồi
@Jupiter1, i follow the VIX to get an idea about next market moves. I guess the VIX will go down medium term but I would not short this Index using real money. There is no reason to take high risks like this for reatail traders. Pros can short the VIX to hedge shortpositions. This would be a risk free hedge. No matter how high the VIX might go it will come down back where we are in days or at least 1-2 weeks. The VIX yesterday @ 52 was on the 3rd. highest level ever.
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