Seeking Alpha

O. Young Kwon's  Instablog

O. Young Kwon
Send Message
O. Young Kwon, NYU Ph.D. in Economics had worked in securities industry for ten years as a Registered Investment Adviser. He taught Macroeconomics and Statistics. Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart). In 2009 he set up the... More
  • The Daily A-A Decision & C/C Ratio (DAC)

    The Daily A-A Decision & C/C Ratio (NYSE:DAC) (Jan. 13, 2014 Monday)

    The 2 Controls on my Dual Portfolio - The Asset-Allocation (A-A) Decision and The Cash-To-Capital (C/C) Ratio (Table 2) and The Vanguard Mutual Fund Allocation (Table 3) along with Table 1, including the Market Stress Index (NYSE:MSI), were introduced in my article, "A Dual-Portfolio Strategy With 2 Controls Has Worked Out. Can It Weather Any Looming Storm?": www.seekingalpha.com/article/1822632 The following three tables update data.

    (Jan. 10, 2014, Friday)

     

     

    Table 1: The S&P 5oo Index, The C/C Ratio, & The MSI

           
     

    S&P 500

    CASH TO CAPITAL

    MSI

    DATE

    INDEX

    % ch

    Cum % ch

    RATIO

    % ch

    11/29/2013

    1,805.81

    *

    *

    15.1

    *

    50.0

    12/2/2013

    1,800.90

    -0.27%

    -0.27%

    16.8

    10.66%

    64.3

    12/3/2013

    1,795.15

    -0.32%

    -0.32%

    15.8

    -6.13%

    50.0

    12/4/2013

    1,792.81

    -0.13%

    -0.13%

    14.3

    -9.97%

    50.0

    12/5/2013

    1,785.03

    -0.43%

    -0.43%

    11.9

    -18.32%

    57.1

    12/6/2013

    1,805.09

    1.12%

    1.12%

    14.9

    22.39%

    57.1

    12/9/2013

    1,808.31

    0.18%

    0.18%

    14.9

    0.00%

    64.3

    12/10/2013

    1,802.62

    -0.32%

    -0.32%

    14.6

    -2.03%

    64.3

    12/11/2013

    1,782.22

    -1.14%

    -1.14%

    10.1

    -36.44%

    50.0

    12/12/2013

    1,775.50

    -0.38%

    -0.38%

    10.5

    3.88%

    64.3

    12/13/2013

    1,775.32

    -0.01%

    -0.01%

    10.5

    0.00%

    64.3

    12/16/2013

    1,786.54

    0.63%

    0.63%

    11.1

    5.56%

    57.1

    12/17/2013

    1,781.00

    -0.31%

    -0.31%

    11.1

    0.00%

    50.0

    12/18/2013

    1,810.65

    1.65%

    1.65%

    14.7

    27.91%

    42.9

    12/19/2013

    1,809.60

    -0.06%

    -0.06%

    13.8

    -6.32%

    35.7

    12/20/2013

    1,818.31

    0.48%

    0.48%

    15.4

    10.96%

    50.0

    12/23/2013

    1,827.99

    0.53%

    0.53%

    16.1

    4.44%

    42.9

    12/24/2013

    1,833.32

    0.29%

    0.29%

    15.5

    -3.80%

    35.7

    12/26/2013

    1,842.02

    0.47%

    0.47%

    16.1

    3.80%

    42.9

    12/27/2019

    1,841.40

    -0.03%

    -0.03%

    25.1

    43.69%

    42.9

    12/30/2014

    1,841.07

    -0.02%

    -0.02%

    26.2

    4.29%

    35.7

    12/31/2014

    1,848.36

    0.40%

    0.40%

    28.5

    8.41%

    42.9

    1/2/2014

    1,831.98

    -0.89%

    -0.89%

    29.4

    3.11%

    28.6

    1/3/2014

    1,831.31

    -0.04%

    -0.04%

    29.2

    -0.68%

    28.6

    1/6/2014

    1,826.97

    -0.24%

    -0.24%

    29.4

    0.68%

    42.9

    1/7/2014

    1,837.88

    0.60%

    0.60%

    29.9

    1.69%

    35.7

    1/8/2014

    1,837.49

    -0.02%

    -0.02%

    29.9

    0.00%

    50.0

    1/9/2014

    1,838.13

    0.03%

    0.01%

    27.7

    -7.64%

    50.0

    1/10/2014

    1,842.37

    0.23%

    0.24%

    28.4

    2.50%

    50.0

           

    Note: The percent change formula: 200*(B-A)/(B+A)

     

    (Jan. 10, 2014, Friday

    Table 2: The A-A Decision, The C/C Ratio, & The S&P 5oo

         
     

    A/A DECISION

    C/C

    S&P 500

    DATE

    STOCKS

    BONDS

    RATIO

    INDEX

    11/5/2013

    56%

    44%

    15.9

    1,762.97

    11/6/2013

    56%

    44%

    17.0

    1,770.49

    11/7/2013

    55%

    45%

    18.2

    1,747.15

    11/8/2013

    59%

    41%

    14.8

    1,770.61

    11/11/2013

    59%

    41%

    15.4

    1,771.89

    11/12/2013

    59%

    41%

    15.2

    1,767.69

    11/13/2013

    59%

    41%

    14.1

    1,782.00

    11/14/2013

    59%

    41%

    14.8

    1,790.62

    11/15/2013

    59%

    41%

    18.5

    1,798.18

    11/18/2013

    59%

    41%

    19.0

    1,791.53

    11/19/2013

    60%

    40%

    12.7

    1,787.87

    11/20/2013

    60%

    40%

    11.4

    1,781.37

    11/21/2013

    62%

    38%

    11.9

    1,795.85

    11/22/2013

    62%

    38%

    11.9

    1,804.76

    11/25/2013

    58%

    42%

    16.5

    1,802.48

    11/26/2013

    58%

    42%

    16.5

    1,802.75

    11/27/2013

    58%

    42%

    16.5

    1,807.23

    11/29/2013

    58%

    42%

    15.1

    1,805.81

    12/2/2013

    64%

    36%

    16.8

    1,800.90

    12/3/2013

    64%

    36%

    15.8

    1,795.15

    12/4/2013

    64%

    36%

    14.3

    1,792.81

    12/5/2013

    63%

    37%

    11.9

    1,785.03

    12/6/2013

    62%

    38%

    14.9

    1,805.09

    12/9/2013

    62%

    38%

    14.9

    1,808.31

    12/10/2013

    59%

    41%

    14.6

    1,802.62

    12/11/2013

    62%

    38%

    10.1

    1,782.22

    12/12/2013

    62%

    38%

    10.5

    1,775.50

    12/13/2013

    62%

    38%

    10.5

    1,775.32

    12/16/2013

    63%

    37%

    11.1

    1,786.54

    12/17/2013

    63%

    37%

    11.1

    1,781.00

    12/18/2013

    63%

    37%

    14.7

    1,810.65

    12/19/2013

    61%

    39%

    13.8

    1,809.60

    12/20/2013

    61%

    39%

    15.4

    1,818.31

    12/23/2013

    65%

    35%

    16.1

    1,827.99

    12/24/2013

    65%

    35%

    15.5

    1,833.32

    12/26/2013

    65%

    35%

    16.1

    1,842.02

    12/27/2013

    73%

    27%

    25.1

    1,841.40

    12/30/2014

    75%

    25%

    26.2

    1,841.07

    12/31/2014

    75%

    25%

    28.5

    1,848.36

    1/2/2014

    78%

    22%

    29.4

    1,831.98

    1/3/2014

    81%

    19%

    29.2

    1,831.31

    1/6/2014

    79%

    21%

    29.4

    1,826.97

    1/7/2014

    79%

    21%

    29.9

    1,837.88

    1/8/2014

    78%

    22%

    29.9

    1,837.49

    1/9/2014

    80%

    20%

    27.7

    1,838.13

    1/10/2014

    81%

    19%

    28.4

    1,842.37

    (Jan. 10, 3014 Friday)

     

     

    Table 3: The Mutual Fund Allocation (Jan. 10, 2014)

     

    Vanguard Mutual Fund

     

    ETF

    NAME

    SYMBOL

    %

    VTI

    Total Stock Market Index Admiral Shares

    VTSAX

    20.7%

    VXF

    Extended Market Index Admiral Shares

    VEXAX

    19.7%

    VTV

    Value Index Admiral Shares

    VVIAX

    21.6%

    VB

    Small-Cap Index Admiral Shares

    VSMAX

    16.9%

    VCIT

    Intermediate-Term Corp Bond Index Admiral

    VICSX

    5.9%

    VEU

    FTSE All-World ex-US Index Admiral Shares

    VFWAX

    16.2%

     

    TOTAL

     

    100.0%

    (Dec. 27, 3013 Monday)

     

     

    Table 3: The Mutual Fund Allocation (Dec. 13, 2013)

     

    Vanguard Mutual Fund

     

    ETF

    NAME

    SYMBOL

    %

    VTI

    Total Stock Market Index Admiral Shares

    VTSAX

    21.05%

    VXF

    Extended Market Index Admiral Shares

    VEXAX

    21.02%

    VTV

    Value Index Admiral Shares

    VVIAX

    22.02%

    VB

    Small-Cap Index Admiral Shares

    VSMAX

    17.11%

    BND

    Total Bond Market Index Admiral Shares

    VBTLX

    3.22%

    VEU

    FTSE All-World ex-US Index Admiral Shares

    VFWAX

    15.59%

     

    TOTAL

     

    100.00%

    (Dec. 13, 3013 Monday)

     

     

    Table 3: The Mutual Fund Allocation (Nov. 15, 2013)

     

    Vanguard Mutual Fund

     

    ETF

    NAME

    SYMBOL

    %

    VTI

    Total Stock Market Index Admiral Shares

    VTSAX

    18.66%

    VXF

    Extended Market Index Admiral Shares

    VEXAX

    17.37%

    VTV

    Value Index Admiral Shares

    VVIAX

    20.54%

    BND

    Total Bond Market Index Admiral Shares

    VBTLX

    25.51%

    TIP

    Inflation Protection Securities Admiral Shares

    VAPSX

    1.23%

    VEU

    FTSE All-World ex-US Index Admiral Shares

    VFWAX

    16.70%

     

    TOTAL

     

    100.00%

    Nov 24 12:55 PM | Link | Comment!
  • The Daily Market Condition (DMC)

    The RED Indicator (Rotation/Equity Diffusion Index, a Depth Gauge) and The RED Spread Indicator (a Breadth Gauge). These two indicators can examine the market condition properly. (The RED Indicator and The RED Spread indicator were introduced in my article. Link:www.seekingalpha.com/article/817551 www.seekingalpha.com/article/1725872

    The Daily Market Condition (DMC) (March 28, 2013 Friday)

    The Data Points on March 27, 2013 Thursday):

    The RED = 50.1. It's Warm, by maintaining above 50%.

    The RED Spread = 4.0. The signal remains to be bullish

    On Fri the RED Spread Rose to 4.0 from 3.9 on Wednesday. It is a wrong direction because it moved UP on the current upswing, started from August 28, 2012.The normal inverse relationship between the RED Spread (REDS} (the Bond Premium in terms of diffusion index) and the 10-year Treasury yield is ON for 9 days out of last 12 days, as shown in the Table, meaning that the market condition was abnormal.

    The current 10-year Treasury yield at 2.672% is not only higher than 1.63% at a market trough on August 28, but it is higher than 2.24% at a market peak on April 4. A stream of spillovers from the Treasury market is still expected, but less powerful than before because of the Fed policy. Therefore, a higher level of volatility is expected amid the current sustainable upswing.

    The market signal is bullish now.

    THE Relationship Among RED REDS P/T/B ,S&P 500 & 10Y T Yield

    *

    *

    *

    *

    *

    10Y TN

    IR

    DATE

    RED

    REDS

    P/T/B

    S&P 500

    Yield

    ON/OFF

    4/4/2012

    54.3

    -3.7%

    p

    1,398.96

    2.240%

     

    8/28/2012

    51.0

    6.3%

    T

    1,409.20

    1.630%

     

    10/31/2013

    56.0

    2.4%

    *

    1,756.54

    2.542%

    ON

    11/29/2013

    55.2

    2.2%

    *

    1,805.81

    2.741%

    OFF

    12/31/2014

    54.7

    -0.9%

    *

    1,848.36

    3.026%

    ON

    1/31/2014

    50.8

    3.7%

    *

    1,782.59

    2.668%

    ON

    2/28/2014

    56.0

    6.7%

    *

    1,859.45

    2.658%

    ON

    3/7/2014

    55.3

    5.7%

    *

    1,878.04

    2.790%

    ON

    3/14/2014

    51.9

    5.1%

    *

    1,841.13

    2.645%

    ON

    3/21/2014

    53.1

    2.4%

    *

    1,860.52

    2.750%

    OFF

    3/24/2014

    52.6

    2.5%

    *

    1,857.48

    2.733%

    ON

    3/25/2014

    52.1

    2.8%

    *

    1,865.62

    2.735%

    OFF

    3/26/2014

    51.1

    3.0%

    *

    1,852.56

    2.701%

    ON

    3/27/2014

    50.1

    4.0%

    *

    1,849.04

    2.672%

    ON

           

    P = Peak T = Trough B=Breakeven

    IR = Inverse Relationship between REDS & 10Y T Yield

    Aug 13 5:48 AM | Link | Comment!
  • The Market Stress Index (MSI)

    The Market Stress Index (NYSE:MSI) (March 18, 2014, Thursday)

    Link: www.seekingalpha.com/article/1725872 As the Fiscal Showdown Looms… www.seekingalpha.com/article/1187701 The Relationship Between A New Market Stress Index (MSI) And The Market.

    The Market Stress Index (MSI)

     

    REDS

    10Y TN

      

    DATE

    DI

    Yield

    MSS

    MSI

    10/16/2012

    3.5%

    1.720%

    *

    *

    10/17/2012

    3.4%

    1.810%

    0

    *

    10/18/2012

    3.5%

    1.830%

    100

    *

    10/19/2012

    3.2%

    1.770%

    50

    *

    10/22/2012

    2.6%

    1.800%

    0

    *

    10/23/2012

    2.3%

    1.760%

    50

    *

    10/24/2012

    1.8%

    1.770%

    0

    *

    10/25/2012

    1.6%

    1.830%

    0

    *

    10/26/2012

    1.5%

    1.750%

    50

    28.6

    10/29/2012

    1.8%

    1.740%

    50

    35.7

    10/30/2012

    1.6%

    1.720%

    50

    28.6

    10/31/2012

    2.3%

    1.690%

    50

    28.6

    11/1/2012

    1.6%

    1.710%

    0

    35.7

    11/2/2012

    0.6%

    1.730%

    0

    28.6

    11/5/2012

    1.3%

    1.680%

    50

    28.6

    11/6/2012

    0.4%

    1.740%

    0

    35.7

    11/7/2012

    0.7%

    1.630%

    50

    28.6

    11/8/2012

    1.2%

    1.630%

    100

    28.6

    11/9/2012

    1.4%

    1.610%

    50

    35.7

    11/12/2012

    0.6%

    1.610%

    50

    35.7

    11/13/2012

    0.4%

    1.590%

    50

    42.9

    11/14/2012

    1.0%

    1.590%

    100

    50.0

    11/15/2012

    0.7%

    1.589%

    50

    57.1

    12/19/2012

    3.1%

    1.800%

    50

    64.3

    12/20/2012

    2.5%

    1.800%

    0

    64.3

    12/21/2012

    2.6%

    1.750%

    50

    50.0

    12/24/2012

    2.0%

    1.770%

    50

    50.0

    12/26/2012

    1.7%

    1.760%

    50

    50.0

    12/27/2012

    1.9%

    1.710%

    50

    50.0

    12/28/2012

    1.9%

    1.710%

    50

    42.9

    12/31/2012

    1.1%

    1.760%

    0

    42.9

    1/2/2013

    1.1%

    1.840%

    0

    35.7

    1/3/2013

    1.1%

    1.899%

    0

    35.7

    1/4/2013

    1.3%

    1.910%

    100

    28.6

    1/7/2013

    0.9%

    1.900%

    50

    35.7

    1/8/2013

    0.7%

    1.870%

    50

    35.7

    1/9/2013

    0.7%

    1.850%

    50

    35.7

    1/10/2013

    0.9%

    1.890%

    100

    35.7

    1/11/2013

    0.9%

    1.880%

    50

    50.0

    1/14/2013

    1.7%

    1.860%

    50

    57.1

    1/15/2013

    2.5%

    1.830%

    50

    64.3

    1/16/2013

    2.7%

    1.820%

    50

    57.1

    1/17/2013

    3.1%

    1.880%

    100

    57.1

    1/18/2013

    3.4%

    1.840%

    50

    64.3

    1/22/2013

    3.9%

    1.835%

    50

    64.3

    1/23/2013

    4.2%

    1.830%

    50

    57.1

    1/24/2013

    3.6%

    1.840%

    0

    57.1

    1/25/2013

    3.4%

    1.950%

    0

    50.0

    1/28/2013

    3.3%

    1.870%

    0

    42.9

    1/29/2013

    2.7%

    1.990%

    0

    35.7

    1/30/2013

    3.1%

    2.010%

    100

    21.4

    1/31/2013

    3.3%

    1.990%

    50

    28.6

    2/1/2013

    3.2%

    2.010%

    0

    28.6

    2/4/2013

    3.3%

    1.970%

    50

    21.4

    2/5/2013

    2.9%

    2.020%

    0

    28.6

    2/6/2013

    3.5%

    1.968%

    50

    28.6

    2/7/2013

    3.2%

    1.950%

    50

    35.7

    2/8/2013

    3.3%

    1.951%

    100

    42.9

    2/11/2013

    3.6%

    1.946%

    50

    42.9

    2/12/2013

    3.8%

    1.980%

    100

    42.9

    2/13/2013

    3.8%

    2.179%

    0

    57.1

    2/14/2013

    3.9%

    2.000%

    50

    50.0

    2/15/2013

    3.6%

    2.010%

    0

    57.1

    2/19/2013

    3.3%

    2.030%

    0

    50.0

    2/20/2013

    3.2%

    2.210%

    0

    42.9

    2/21/2013

    2.7%

    1.980%

    50

    28.6

    2/22/2013

    3.7%

    1.970%

    50

    28.6

    2/25/2013

    4.4%

    1.895%

    100

    21.4

    2/26/2013

    4.5%

    1.879%

    50

    35.7

    2/27/2013

    3.9%

    1.903%

    0

    35.7

    2/28/2013

    3.6%

    1.888%

    50

    35.7

    3/1/2013

    3.1%

    1.853%

    50

    42.9

    3/4/2013

    3.0%

    1.877%

    0

    50.0

    3/5/2013

    2.8%

    1.894%

    0

    42.9

    3/6/2013

    2.8%

    1.894%

    0

    35.7

    3/7/2013

    2.9%

    1.991%

    100

    21.4

    3/8/2013

    2.6%

    2.056%

    0

    28.6

    8/11/2013

    2.4%

    2.056%

    0

    28.6

    3/12/2013

    2.8%

    2.023%

    50

    21.4

    3/13/2013

    2.5%

    2.021%

    50

    21.4

    3/14/2013

    3.5%

    2.033%

    100

    28.6

    3/15/2013

    3.0%

    1.996%

    50

    42.9

    3/18/2013

    3.4%

    1.956%

    50

    50.0

    3/19/2013

    3.4%

    1.908%

    50

    42.9

    3/20/2013

    3.1%

    1.937%

    0

    50.0

    3/21/2013

    3.2%

    1.932%

    50

    50.0

    3/22/2013

    2.9%

    1.915%

    50

    50.0

    3/25/2013

    2.9%

    1.915%

    0

    50.0

    3/26/2013

    2.8%

    1.906%

    50

    35.7

    3/27/2013

    3.3%

    1.851%

    50

    35.7

    8/28/2013

    3.3%

    1.851%

    50

    35.7

    4/1/2013

    3.4%

    1.840%

    50

    35.7

    4/2/2013

    3.2%

    1.861%

    0

    42.9

    4/3/2013

    3.2%

    1.861%

    50

    35.7

    4/4/2013

    3.7%

    1.759%

    50

    35.7

    4/5/2013

    4.2%

    1.694%

    50

    42.9

    4/8/2013

    4.0%

    1.732%

    0

    42.9

    4/9/2013

    4.0%

    1.747%

    0

    35.7

    4/10/2013

    3.5%

    1.805%

    0

    28.6

    4/11/2013

    4.4%

    1.791%

    50

    21.4

    4/12/2013

    4.0%

    1.721%

    50

    28.6

    4/15/2013

    4.3%

    1.702%

    50

    28.6

    4/16/2013

    4.0%

    1.719%

    0

    28.6

    4/17/2013

    3.4%

    1.704%

    50

    21.4

    4/18/2013

    4.1%

    1.685%

    50

    28.6

    4/19/2013

    4.2%

    1.703%

    100

    35.7

    4/22/2013

    4.5%

    1.698%

    50

    50.0

    4/23/2013

    4.4%

    1.698%

    0

    50.0

    4/24/2013

    4.8%

    1.698%

    50

    42.9

    4/25/2013

    4.4%

    1.711%

    0

    42.9

    4/26/2013

    5.3%

    1.663%

    50

    42.9

    4/29/2013

    6.0%

    1.670%

    100

    42.9

    4/30/2013

    6.7%

    1.675%

    100

    50.0

    5/1/2013

    6.5%

    1.639%

    50

    50.0

    5/2/2013

    6.2%

    1.631%

    50

    50.0

    5/3/2013

    5.2%

    1.752%

    0

    57.1

    5/6/2013

    5.0%

    1.771%

    0

    50.0

    5/7/2013

    5.4%

    1.783%

    100

    50.0

    5/8/2013

    5.8%

    1.760%

    50

    57.1

    5/9/2013

    5.2%

    1.830%

    0

    50.0

    5/10/2013

    4.4%

    1.900%

    0

    35.7

    5/13/2013

    4.0%

    1.923%

    0

    28.6

    5/14/2013

    4.5%

    1.952%

    100

    21.4

    5/15/2013

    4.5%

    1.943%

    50

    35.7

    5/16/2013

    4.6%

    1.865%

    50

    42.9

    5/17/2013

    4.1%

    1.949%

    0

    35.7

    5/20/2013

    4.1%

    1.965%

    0

    28.6

    5/21/2013

    4.2%

    1.944%

    50

    28.6

    5/22/2013

    3.9%

    2.030%

    0

    35.7

    5/23/2013

    3.9%

    2.023%

    50

    35.7

    5/24/2013

    2.8%

    2.011%

    50

    28.6

    5/28/2013

    0.8%

    2.135%

    0

    28.6

    5/29/2013

    1.2%

    2.124%

    50

    21.4

    5/30/2013

    1.6%

    2.124%

    50

    28.6

    5/31/2013

    1.5%

    2.164%

    0

    35.7

    6/3/2013

    1.3%

    2.134%

    50

    28.6

    3/4/1900

    0.6%

    2.137%

    0

    35.7

    6/5/2013

    0.8%

    2.100%

    50

    28.6

    6/6/2013

    0.7%

    2.075%

    50

    28.6

    6/7/2013

    -0.1%

    2.161%

    0

    35.7

    6/10/2013

    -0.2%

    2.215%

    0

    28.6

    6/11/2013

    -0.2%

    2.195%

    50

    21.4

    6/12/2013

    0.0%

    2.230%

    100

    28.6

    6/13/2013

    -0.2%

    2.170%

    50

    35.7

    6/14/2013

    -0.4%

    2.126%

    50

    42.9

    6/17/2013

    -0.7%

    2.171%

    0

    42.9

    6/18/2013

    -1.1%

    2.182%

    0

    35.7

    6/19/2013

    -1.8%

    2.311%

    0

    35.7

    6/20/2013

    -2.0%

    2.419%

    0

    35.7

    6/21/2013

    -2.0%

    2.514%

    0

    28.6

    6/24/2013

    -2.2%

    2.548%

    0

    14.3

    6/25/2013

    -1.9%

    2.589%

    100

    7.1

    6/26/2013

    -1.3%

    2.539%

    50

    14.3

    6/27/2013

    -1.1%

    2.486%

    50

    21.4

    6/28/2013

    -1.2%

    2.478%

    50

    28.6

    7/1/2013

    -0.9%

    2.490%

    100

    35.7

    7/2/2013

    -0.9%

    2.469%

    50

    50.0

    7/3/2013

    -1.2%

    2.501%

    0

    57.1

    7/5/2013

    -2.3%

    2.715%

    0

    57.1

    7/8/2013

    -1.1%

    2.645%

    50

    42.9

    7/9/2013

    -1.0%

    2.630%

    50

    42.9

    7/10/2013

    -1.1%

    2.680%

    0

    42.9

    7/11/2013

    -1.2%

    2.574%

    50

    35.7

    7/12/2013

    -1.2%

    2.601%

    0

    28.6

    7/15/2013

    -0.6%

    2.556%

    0

    21.4

    7/16/2013

    -0.1%

    2.522%

    50

    21.4

    7/17/2013

    0.8%

    2.491%

    50

    28.6

    7/18/2013

    0.5%

    2.534%

    0

    28.6

    7/19/2013

    1.2%

    2.491%

    50

    21.4

    7/22/2013

    2.0%

    2.488%

    50

    28.6

    7/23/2013

    3.1%

    2.516%

    100

    28.6

    7/24/2013

    3.7%

    2.588%

    100

    42.9

    7/25/2013

    3.5%

    2.607%

    50

    57.1

    7/26/2013

    3.2%

    2.561%

    50

    57.1

    7/29/2013

    2.6%

    2.585%

    0

    57.1

    7/30/2013

    2.4%

    2.603%

    0

    57.1

    7/31/2013

    3.1%

    2.593%

    50

    50.0

    8/1/2013

    2.2%

    2.723%

    0

    50.0

    8/2/2013

    3.0%

    2.602%

    50

    35.7

    8/5/2013

    2.6%

    2.640%

    0

    28.6

    8/6/2013

    2.0%

    2.642%

    0

    21.4

    8/7/2013

    2.5%

    2.600%

    100

    14.3

    8/8/2013

    2.9%

    2.587%

    50

    28.6

    8/9/2013

    3.1%

    2.580%

    50

    35.7

    8/12/2013

    2.6%

    2.605%

    0

    35.7

    8/13/2013

    2.1%

    2.715%

    0

    35.7

    8/14/2013

    1.8%

    2.712%

    50

    28.6

    8/15/2013

    1.8%

    2.755%

    0

    35.7

    8/16/2013

    1.3%

    2.829%

    0

    35.7

    8/19/2013

    1.3%

    2.829%

    0

    21.4

    8/20/2013

    0.3%

    2.814%

    50

    14.3

    8/21/2013

    0.1%

    2.860%

    0

    14.3

    8/22/2013

    -0.6%

    2.901%

    0

    14.3

    8/23/2013

    0.5%

    2.818%

    50

    14.3

    8/26/2013

    0.0%

    2.805%

    50

    14.3

    8/27/2013

    -0.1%

    2.721%

    50

    21.4

    8/28/2013

    1.5%

    2.782%

    100

    28.6

    8/29/2013

    2.1%

    2.751%

    50

    42.9

    8/30/2013

    1.2%

    2.749%

    50

    42.9

    9/3/2013

    2.6%

    2.848%

    100

    50.0

    9/4/2013

    2.3%

    2.897%

    100

    64.3

    9/5/2013

    1.5%

    2.979%

    0

    71.4

    9/6/2013

    1.6%

    2.938%

    50

    64.3

    9/9/2013

    1.5%

    2.897%

    50

    64.3

    9/10/2013

    0.5%

    2.959%

    0

    57.1

    9/11/2013

    1.1%

    2.920%

    50

    50.0

    9/12/2013

    0.6%

    2.907%

    50

    50.0

    9/13/2013

    1.7%

    2.898%

    50

    42.9

    9/16/2013

    1.6%

    2.874%

    50

    35.7

    9/17/2013

    2.6%

    2.853%

    50

    42.9

    9/18/2013

    2.7%

    2.708%

    50

    42.9

    9/19/2013

    2.3%

    2.750%

    0

    42.9

    9/20/2013

    1.8%

    2.732%

    50

    42.9

    9/23/2013

    1.0%

    2.714%

    50

    42.9

    9/24/2013

    1.3%

    2.653%

    50

    42.9

    9/25/2013

    1.3%

    2.614%

    50

    42.9

    9/26/2013

    0.7%

    2.643%

    0

    42.9

    9/27/2013

    1.1%

    2.619%

    50

    35.7

    9/30/2013

    1.5%

    2.615%

    50

    35.7

    10/1/2013

    1.4%

    2.646%

    0

    42.9

    10/2/2013

    1.8%

    2.626%

    50

    35.7

    10/3/2013

    2.6%

    2.606%

    50

    35.7

    10/4/2013

    1.7%

    2.652%

    0

    35.7

    10/7/2013

    2.2%

    2.634%

    50

    28.6

    10/8/2013

    2.4%

    2.636%

    100

    35.7

    10/9/2013

    2.3%

    2.650%

    50

    42.9

    10/10/2013

    2.1%

    2.680%

    0

    42.9

    10/11/2013

    2.1%

    2.682%

    0

    42.9

    10/14/2013

    2.3%

    2.691%

    100

    35.7

    10/15/2013

    2.1%

    2.720%

    0

    42.9

    10/16/2013

    1.6%

    2.671%

    50

    42.9

    10/17/2013

    2.6%

    2.587%

    0

    42.9

    10/18/2013

    3.2%

    2.589%

    50

    28.6

    10/21/2013

    2.8%

    2.609%

    0

    28.6

    10/22/2013

    2.9%

    2.512%

    50

    28.6

    10/23/2013

    2.5%

    2.485%

    50

    35.7

    10/24/2013

    2.4%

    2.522%

    0

    28.6

    10/25/2013

    2.5%

    2.503%

    50

    28.6

    10/28/2013

    2.5%

    2.512%

    0

    28.6

    10/29/2013

    2.8%

    2.507%

    50

    28.6

    10/30/2013

    2.5%

    2.530%

    0

    28.6

    10/31/2013

    2.4%

    2.542%

    0

    28.6

    11/1/2013

    2.5%

    2.620%

    50

    21.4

    11/4/2013

    1.8%

    2.602%

    50

    21.4

    11/5/2013

    1.0%

    2.662%

    0

    28.6

    11/6/2013

    1.2%

    2.640%

    50

    21.4

    11/7/2013

    1.6%

    2.613%

    50

    28.6

    11/8/2013

    0.5%

    2.746%

    0

    28.6

    11/11/2013

    -0.2%

    2.755%

    0

    28.6

    11/12/2013

    -0.5%

    2.768%

    0

    28.6

    11/13/2013

    -0.6%

    2.725%

    0

    21.4

    11/14/2013

    -0.2%

    2.702%

    50

    14.3

    11/15/2013

    -0.5%

    2.709%

    0

    21.4

    11/18/2013

    -0.5%

    2.678%

    0

    14.3

    11/19/2013

    -1.0%

    2.712%

    0

    7.1

    11/20/2013

    0.1%

    2.792%

    100

    7.1

    11/21/2013

    0.4%

    2.784%

    50

    21.4

    11/22/2013

    -0.1%

    2.752%

    50

    28.6

    11/25/2013

    0.9%

    2.741%

    50

    35.7

    11/26/2013

    0.5%

    2.696%

    50

    35.7

    11/27/2013

    0.8%

    2.736%

    50

    42.9

    11/29/2013

    2.2%

    2.741%

    100

    50.0

    12/2/2013

    1.5%

    2.801%

    0

    64.3

    12/3/2013

    1.2%

    2.775%

    50

    50.0

    12/4/2013

    2.1%

    2.841%

    100

    50.0

    12/5/2013

    1.1%

    2.862%

    50

    57.1

    12/6/2013

    1.8%

    2.883%

    100

    57.1

    12/9/2013

    2.7%

    2.857%

    50

    64.3

    12/10/2013

    2.0%

    2.797%

    0

    64.3

    12/11/2013

    3.3%

    2.844%

    100

    50.0

    12/12/2013

    2.4%

    2.877%

    50

    64.3

    12/13/2013

    2.6%

    2.868%

    50

    64.3

    12/16/2013

    1.7%

    2.877%

    0

    57.1

    12/17/2013

    2.1%

    2.843%

    50

    50.0

    12/18/2013

    1.4%

    2.885%

    0

    42.9

    12/19/2013

    2.2%

    2.925%

    100

    35.7

    12/20/2013

    1.4%

    2.887%

    50

    50.0

    12/23/2013

    0.5%

    2.929%

    0

    42.9

    12/24/2013

    0.6%

    2.983%

    100

    35.7

    12/26/2013

    -0.4%

    2.990%

    0

    42.9

    12/27/2013

    -0.7%

    3.060%

    0

    42.9

    12/30/2014

    -0.9%

    2.976%

    50

    35.7

    12/31/2014

    -0.9%

    3.026%

    0

    42.9

    1/2/2014

    -0.4%

    2.985%

    50

    28.6

    1/3/2014

    0.1%

    2.995%

    100

    28.6

    1/5/2014

    0.9%

    2.961%

    50

    42.9

    1/7/2014

    1.5%

    2.937%

    100

    35.7

    1/8/2014

    0.4%

    2.993%

    0

    50.0

    1/9/2014

    -0.3%

    2.963%

    50

    50.0

    1/10/2014

    1.8%

    2.860%

    50

    50.0

    1/13/2014

    2.8%

    2.807%

    50

    57.1

    1/14/2014

    2.5%

    2.869%

    0

    57.1

    1/15/2014

    1.0%

    2.884%

    0

    42.9

    1/16/2014

    2.4%

    2.842%

    50

    35.7

    1/17/2014

    2.1%

    2.827%

    50

    28.6

    1/21/2014

    4.1%

    2.825%

    50

    35.7

    1/22/2014

    4.2%

    2.860%

    100

    35.7

    1/23/2014

    4.6%

    2.773%

    50

    42.9

    1/24/2014

    5.5%

    2.735%

    50

    42.9

    1/27/2014

    4.8%

    2.766%

    50

    50.0

    1/28/2014

    4.3%

    2.745%

    50

    57.1

    1/29/2014

    5.1%

    2.675%

    50

    57.1

    1/30/2014

    3.7%

    2.673%

    50

    57.1

    1/31/2014

    3.7%

    2.668%

    50

    57.1

    2/3/2014

    4.0%

    2.581%

    0

    50.0

    2/4/2014

    5.4%

    2.624%

    100

    42.9

    2/5/2014

    4.4%

    2.667%

    0

    50.0

    2/6/2014

    3.9%

    2.702%

    0

    42.9

    2/7/2014

    3.4%

    2.675%

    50

    35.7

    2/10/2014

    3.3%

    2.678%

    0

    35.7

    2/11/2014

    6.6%

    2.719%

    100

    28.6

    2/12/2014

    6.2%

    2.763%

    0

    35.7

    2/13/2014

    5.6%

    2.730%

    50

    35.7

    2/14/2014

    3.8%

    2.746%

    0

    28.6

    2/18/2014

    6.2%

    2.711%

    50

    28.6

    2/19/2014

    6.8%

    2.734%

    100

    35.7

    2/20/2014

    6.2%

    2.754%

    0

    42.9

    2/21/2014

    6.5%

    2.734%

    100

    42.9

    2/24/2014

    7.0%

    2.750%

    100

    42.9

    2/25/2014

    6.5%

    2.701%

    50

    57.1

    2/26/2014

    6.4%

    2.673%

    50

    57.1

    2/27/2014

    7.0%

    2.642%

    50

    64.3

    2/28/2014

    6.7%

    2.658%

    0

    64.3

    3/3/2014

    6.4%

    2.607%

    50

    50.0

    3/4/2014

    5.8%

    2.691%

    0

    57.1

    3/5/2014

    6.2%

    2.698%

    100

    42.9

    3/5/2014

    6.3%

    2.737%

    100

    42.9

    3/7/2014

    5.7%

    2.790%

    0

    50.0

    3/10/2014

    5.3%

    2.780%

    50

    42.9

    3/11/2014

    3.4%

    2.766%

    50

    42.9

    3/12/2014

    4.5%

    2.726%

    50

    50.0

    3/13/2014

    4.9%

    2.653%

    50

    50.0

    3/14/2014

    5.1%

    2.645%

    50

    57.1

    3/17/2014

    4.0%

    2.699%

    0

    50.0

    3/18/2014

    4.4%

    2.681%

    50

    35.7

    3/19/2014

    *

    *

    *

    35.7

         

    NOTE

    REDS = The RED Spread

    MSS = Market Stress Score

    MSI = Market Stress Index

    maMSI = 7-day-MA of Market Stress Index

    Aug 10 9:28 AM | Link | 2 Comments
Full index of posts »
Latest Followers

StockTalks

  • The Daily Market Information (DMI) (Instablog) Updated on Sep. 21, 2014, Sunday) (1) <c>
    about 10 hours ago
  • The Daily Market Information (DMI) (Sep. 21 2014, Sunday) http://seekingalpha.com/p/1yfn7
    about 10 hours ago
  • G20 says nearing growth goal, but more needed from Europe. http://reut.rs/1sfDGn2
    about 10 hours ago
More »

Latest Comments


Posts by Themes
Instablogs are Seeking Alpha's free blogging platform customized for finance, with instant set up and exposure to millions of readers interested in the financial markets. Publish your own instablog in minutes.