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Tag Archives: PRO BLOG

Viking Analytics: Weekly Gamma Band Update 11/29/2021

Print Friendly We share the Weekly Gamma Bands Update by Viking Analytics. The report uses options gamma to help you better manage risk and your equity allocations. Gamma Band Update The S&P 500 (SPX) fell sharply on Friday, closing on the lows and below the end-of-day gamma flip level near 4,620.  Our model cut SPX exposure to 30%. The Gamma Band model[1] is a simplified trend following model that is designed to show the effectiveness of tracking various “gamma” levels. This can be...

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Technical Value Scorecard Report – Week Ending 11-26-21

Print Friendly Relative Value Graphs Most sectors and factors/indexes remain oversold versus the S&P 500. As we noted last week, the analysis continues to pick up on the market’s bad breadth. Of note, communications are grossly oversold and are due for a bounce on a relative basis versus the index.Financials beat the S&P 500 by over 2.5% last week, bringing its score from moderately oversold to fair value. Powell’s renomination, and the likely continuation of bank-friendly monetary...

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Viking Analytics: Weekly Gamma Band Update 11/22/2021

Print Friendly The S&P 500 (SPX) reached all-time highs again on Friday, and the gamma flip level at the end of the week rose to 4,650. As long as we remain above this level, this model will maintain a 100% allocation to SPX. Monthly option expiration days are shown below by the vertical dashed lines. The Gamma Band model[1] is a simplified trend following model that is designed to show the effectiveness of tracking various “gamma” levels. This can be viewed conceptually as a risk...

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Technical Value Scorecard Report – Week Ending 11-19-21

Print Friendly Relative Value Graphs On Thursday, the S&P 500 was up .40%, yet every sector was lower except technology. Such was not just a one-day anomaly. The breadth of the market has been poor for a couple of weeks. The third graph below shows that over the last ten days, technology is the only sector to outperform the S&P 500.The top graph shows most sectors have negative/oversold scores. Financials, communications, and healthcare are the most oversold sectors. Technology...

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Viking Analytics: Weekly Gamma Band Update 11/15/2021

Print Friendly We share the Weekly Gamma Bands Update by Viking Analytics. The report uses options gamma to help you better manage risk and your equity allocations. Gamma Band Update The S&P 500 (SPX) consolidated before a Friday recovery last week, and the gamma flip level at the end of the week rose to 4,620. As long as we remain above this level, this model will maintain a 100% allocation to SPX. With option expiration pending for this coming Friday, we point out that there has been a...

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Technical Value Scorecard Report – Week Ending 11-12-21

Print Friendly Relative Value Graphs The consumer discretionary sector lost 2.9% versus the S&P 500 after beating it by a similar amount in the prior week. As a result, its relative score fell quickly from grossly overbought to near fair value.Communications and utilities remain the most relatively oversold sectors, but their respective scores improved this week. After underperforming other inflationary stocks for a month or even longer, materials had a good week, beating the S&P...

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Viking Analytics: Weekly Gamma Band Update 11/08/2021

Print Friendly We share the Weekly Gamma Bands Update by Viking Analytics. The report uses options gamma to help you better manage risk and your equity allocations. Gamma Band Update The S&P 500 (SPX) continued to push to all-time highs above a rising gamma flip level near 4,550 at the end of last week.  As long as we remain above this level, this model will maintain a 100% allocation to SPX. The Gamma Band model[1] is a simplified trend following model that is designed to show the...

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Technical Value Scorecard Report – Week Ending 11-05-21

Print Friendly Relative Value Graphs The discretionary sector pushed into extreme overbought territory this past week, mainly on the back of Tesla’s gains. In both the relative and absolute models, the score on discretionary is over 80%. A pullback is likely imminent. The transportation sector (XTN) improved sharply on the week. A chunk of its gain is attributable to Avis (CAR), which is up 60% on the week. With its 3% contribution, CAR alone added 1.80% to the ETF’s return.Communications...

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Cartography Corner – November 2021

Print FriendlyJ. Brett Freeze and his firm Global Technical Analysis (GTA) provides RIA Pro subscribers Cartography Corner on a monthly basis. Brett’s analysis offers readers a truly unique brand of technical insight and risk framework. We personally rely on Brett’s research to help better gauge market trends, their durability, and support and resistance price levels. GTA presents their monthly analysis on a wide range of asset classes, indices, and securities. At times the analysis may...

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Viking Analytics: Weekly Gamma Band Update 11/01/2021

Print Friendly We share the Weekly Gamma Bands Update by Viking Analytics. The report uses options gamma to help you better manage risk and your equity allocations. Gamma Band Update The S&P 500 (SPX) continued to push to all-time highs above a rising gamma flip level near 4,525 at the end of last week.  As long as we remain above this level, this model will maintain a 100% allocation to SPX. The Gamma Band model[1] is a simplified trend following model that is designed to show the...

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