Sentiment Aug 8

Intermarket correlations:

  • JGB yields new high?
  • Gold new high?

DG gamma negative

CPCE very complacent

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Dow above Dec low

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NAAIM 96

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NDXA50 and 20 rolling over

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NYMO -27

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VIX at BC

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Seasonality - Aug early weakness

Conclusion: All indices back above declining 5MA