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Having tactically traded through the 1998 Russian crisis and LTCM collapse, the dot-com bubble and crash, the 2007–09 financial crisis, the COVID shock, and everything since—I can’t stress this enough: The best countertrend setups don’t come from just buying dips. They come…
A 3–6% pullback can reset short-term momentum indicators (RSI, ATR%, volatility ratio), potentially re-creating asymmetric entry points— if the longer-term trend remains intact.
S&P 500 The market was STRETCHED...only 7th 119 day stretch w/o a 3% pullback and the strongest ever. 3-6% pullback healthy/necessary and expected...
The reward-to-risk ratio for passive equity exposure is unfavorable when the FCF yield is this low — especially compared to 5%+ risk-free Treasury yields.
When most participants share the same directional bet (long equities, bullish skew in options), there’s less room to stretch further without triggering a reversal. If a catalyst (policy surprise, macro data shock, earnings miss, geopolitical event) hits, these crowded trades…
The market expects volatility to stay elevated but not explode — the curve’s smoothness and moderate slope signal calm but cautious sentiment rather than panic. What if it does?
The shutdown is an asymmetric risk: most likely resolved in 2–3 weeks, but with fat-tail downside if it drags into months. Markets care less about the best case and more about the tail risk— so we hedge.
The most likely outcome is that the U. S. Government shutdown lasts a few weeks before both sides agree to a stopgap funding deal, with some permanent cuts in lower-priority programs and significant political fallout for whichever party is blamed for the disruption. The less…
“Be fearful when others are greedy, and greedy when others are fearful.” — Warren Buffett
Bond markets are fragmented, less liquid, more inefficient than equities—that’s fertile ground for selective active management.
The dollar trends higher when Fed policy is tighter, US growth outperforms, and global risk aversion rises. It trends lower when Fed eases, global growth broadens outside the US, and capital seeks higher risk or commodity exposure.
Static allocation underestimates the impact of shifting volatility trends. Risk isn't a constant—it evolves with market psychology and positioning. ASYMMETRY® dynamically adjusts to volatility trends rather than assuming fixed exposures.
It’s like duckweed: a small, manageable organism that, left unchecked, overgrows until it consumes the very system it depends on. It signals America is in the late-mature phase, trending toward the early “dying” stage unless major reforms reset the cycle. Maybe @RayDalio…
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